+7,859.7%
QLD vs VTRS
+27.1%
+7,832.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.1% |
| 7D | -3.8% | +10.2% | -14.0% | -8.5% |
| 30D | -20.5% | +18.2% | -38.7% | -27.4% |
| 3M | -14.6% | +29.0% | -43.7% | -25.7% |
| 6M | -14.7% | +23.2% | -37.9% | -24.8% |
| YTD | +11.2% | +71.4% | -60.2% | -18.8% |
| 1Y | +7.1% | +112.3% | -105.2% | -30.7% |
| 3Y | +141.1% | +157.1% | -16.0% | +33.3% |
| 5Y | +84.3% | +77.0% | +7.3% | +20.9% |
| 10Y | +1,450.1% | -31.8% | +1,481.9% | +1,392.5% |
| All | +7,859.7% | +27.1% | +7,832.7% | +2,658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling