+1,502.1%
QLD vs VUG
+398.3%
+1,103.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -0.6% |
| 7D | +7.0% | +2.5% | +4.5% | +1.9% |
| 30D | -14.3% | -6.3% | -8.0% | -0.9% |
| 3M | -16.0% | -6.0% | -10.0% | -3.0% |
| 6M | -14.2% | -3.5% | -10.7% | -4.6% |
| YTD | +12.8% | +3.9% | +8.8% | +8.7% |
| 1Y | +14.1% | +5.1% | +9.0% | +7.8% |
| 3Y | +146.0% | +77.9% | +68.1% | -14.9% |
| 5Y | +82.0% | +62.4% | +19.6% | -12.3% |
| All | +1,502.1% | +398.3% | +1,103.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling