+67.2%
QLD vs VTR
+95.0%
-27.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -10.3% | +4.7% | -14.9% | -11.9% |
| 30D | -26.1% | +10.9% | -36.9% | -29.6% |
| 3M | -17.8% | -3.2% | -14.5% | -17.0% |
| 6M | -15.6% | +3.7% | -19.2% | -18.9% |
| YTD | +5.4% | +16.8% | -11.4% | -5.7% |
| 1Y | +5.2% | +21.3% | -16.1% | -8.1% |
| 3Y | +139.4% | +119.0% | +20.4% | +36.7% |
| All | +67.2% | +95.0% | -27.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling