+12.1%
QLD vs VTR
+21.0%
-8.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -1.0% |
| 7D | +12.5% | +0.7% | +11.8% | +12.8% |
| 30D | -15.7% | +6.9% | -22.6% | -12.6% |
| 3M | -11.9% | +1.3% | -13.2% | -10.6% |
| 6M | -10.3% | +2.5% | -12.7% | -4.9% |
| YTD | +15.6% | +18.0% | -2.4% | +27.3% |
| 1Y | +12.1% | +19.5% | -7.3% | +24.8% |
| All | +12.1% | +21.0% | -8.9% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling