+7,956.4%
QLD vs VTV
+557.2%
+7,399.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +3.2% |
| 7D | -1.4% | -0.5% | -0.9% | +0.1% |
| 30D | -19.6% | +3.1% | -22.7% | -23.6% |
| 3M | -14.1% | +1.8% | -16.0% | -16.6% |
| 6M | -13.6% | +10.9% | -24.5% | -27.8% |
| YTD | +12.5% | +20.9% | -8.3% | -19.2% |
| 1Y | +13.1% | +24.6% | -11.5% | -23.2% |
| 3Y | +154.7% | +78.6% | +76.1% | -5.5% |
| 5Y | +81.1% | +76.4% | +4.7% | -24.2% |
| 10Y | +1,418.0% | +230.7% | +1,187.3% | +140.4% |
| All | +7,956.4% | +557.2% | +7,399.3% | +341.7% |
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