+7,443.4%
QLD vs VTV
+544.5%
+6,898.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.3% |
| 7D | -10.3% | -2.2% | -8.1% | -6.1% |
| 30D | -26.1% | +2.2% | -28.3% | -28.8% |
| 3M | -17.8% | +0.3% | -18.1% | -18.0% |
| 6M | -15.6% | +8.3% | -23.8% | -26.4% |
| YTD | +5.4% | +18.5% | -13.2% | -21.7% |
| 1Y | +5.2% | +23.0% | -17.8% | -27.0% |
| 3Y | +139.4% | +72.6% | +66.8% | -5.7% |
| 5Y | +66.7% | +73.3% | -6.5% | -28.0% |
| 10Y | +1,422.1% | +238.2% | +1,183.9% | +132.0% |
| All | +7,443.4% | +544.5% | +6,898.9% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling