+1,627.6%
QLD vs VTRS
-48.8%
+1,676.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -2.6% | -3.3% | +0.7% | -1.2% |
| 30D | -3.3% | +1.4% | -4.6% | -3.9% |
| 3M | +1.8% | +4.6% | -2.8% | -1.0% |
| 6M | +29.7% | +18.1% | +11.7% | +19.4% |
| YTD | +25.1% | +34.7% | -9.5% | +8.3% |
| 1Y | +37.1% | +65.6% | -28.5% | +7.9% |
| 3Y | +176.3% | +83.8% | +92.6% | +99.8% |
| 5Y | +121.0% | +46.5% | +74.5% | +70.8% |
| All | +1,627.6% | -48.8% | +1,676.4% | +1,709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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