+146.0%
QLD vs VTRS
+158.7%
-12.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +7.0% | +4.6% | +2.4% | +5.5% |
| 30D | -14.3% | +19.4% | -33.7% | -18.9% |
| 3M | -16.0% | +30.8% | -46.8% | -22.9% |
| 6M | -14.2% | +21.6% | -35.9% | -19.8% |
| YTD | +12.8% | +71.2% | -58.4% | -7.2% |
| 1Y | +14.1% | +97.6% | -83.5% | -10.9% |
| 3Y | +146.0% | +163.9% | -17.9% | +76.7% |
| All | +146.0% | +158.7% | -12.7% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling