+184.2%
QLD vs VTRS
+88.4%
+95.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -1.8% | +1.9% | -3.7% | -2.5% |
| 3M | -1.8% | +5.1% | -6.8% | -4.1% |
| 6M | +36.9% | +20.1% | +16.8% | +26.6% |
| YTD | +28.7% | +36.6% | -7.9% | +13.1% |
| 1Y | +41.9% | +64.1% | -22.2% | +16.0% |
| 3Y | +184.2% | +86.4% | +97.9% | +108.1% |
| All | +184.2% | +88.4% | +95.8% | +108.1% |
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