+1,646.5%
QLD vs VTR
+85.6%
+1,560.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | -1.8% | -3.7% | +1.9% | -0.5% |
| 3M | -1.8% | +13.5% | -15.3% | -7.8% |
| 6M | +36.9% | +7.2% | +29.7% | +31.0% |
| YTD | +28.7% | +17.6% | +11.1% | +18.3% |
| 1Y | +41.9% | +35.4% | +6.5% | +22.3% |
| 3Y | +184.2% | +132.8% | +51.4% | +91.3% |
| 5Y | +122.1% | +88.7% | +33.5% | +62.6% |
| 10Y | +1,646.5% | +87.6% | +1,558.8% | +1,103.3% |
| All | +1,646.5% | +85.6% | +1,560.8% | +1,103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling