+122.5%
QLD vs VTRS
+40.2%
+82.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +1.9% | -3.5% | +5.3% | +3.4% |
| 30D | -1.8% | +2.1% | -3.9% | -2.7% |
| 3M | -0.1% | +2.6% | -2.7% | -2.0% |
| 6M | +32.6% | +17.8% | +14.8% | +21.8% |
| YTD | +27.9% | +35.7% | -7.7% | +9.8% |
| 1Y | +40.3% | +63.5% | -23.2% | +10.1% |
| 3Y | +182.5% | +85.1% | +97.4% | +96.5% |
| 5Y | +122.5% | +42.5% | +80.0% | +61.3% |
| All | +122.5% | +40.2% | +82.3% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling