+122.5%
QLD vs VTV
+81.9%
+40.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.9% |
| 7D | +0.6% | +0.5% | 0.0% | -0.6% |
| 30D | -0.1% | +1.1% | -1.2% | -2.7% |
| 3M | -8.4% | +5.9% | -14.2% | -19.4% |
| 6M | +32.2% | +11.6% | +20.6% | +3.2% |
| YTD | +28.9% | +19.8% | +9.1% | -14.8% |
| 1Y | +43.8% | +26.2% | +17.6% | -16.0% |
| 3Y | +176.6% | +68.5% | +108.1% | -16.8% |
| All | +122.5% | +81.9% | +40.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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