+9,127.5%
QLD vs VTR
+506.5%
+8,620.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.4% |
| 7D | +0.6% | -1.7% | +2.2% | +1.4% |
| 30D | -0.1% | -2.4% | +2.3% | +1.0% |
| 3M | -8.4% | +14.8% | -23.2% | -16.6% |
| 6M | +32.2% | +5.3% | +26.9% | +25.7% |
| YTD | +28.9% | +18.1% | +10.8% | +14.8% |
| 1Y | +43.8% | +36.7% | +7.1% | +17.3% |
| 3Y | +176.6% | +130.1% | +46.5% | +64.5% |
| 5Y | +121.6% | +89.5% | +32.1% | +46.0% |
| 10Y | +1,652.9% | +87.4% | +1,565.5% | +869.7% |
| All | +9,127.5% | +506.5% | +8,620.9% | +1,731.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling