-14.1%
QLD vs VTR
+3.3%
-17.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +7.4% |
| 7D | -1.4% | +3.2% | -4.6% | +0.7% |
| 30D | -19.6% | +9.1% | -28.7% | -14.0% |
| 3M | -14.1% | -3.6% | -10.6% | -16.1% |
| All | -14.1% | +3.3% | -17.4% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling