+133.5%
QLD vs VUG
+76.8%
+56.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.5% | -7.3% | -1.7% |
| 7D | -18.6% | -7.1% | -11.4% | -4.8% |
| 30D | -28.3% | -12.1% | -16.2% | -6.0% |
| 3M | -20.4% | -8.1% | -12.3% | -4.2% |
| 6M | -14.3% | -3.2% | -11.1% | -5.4% |
| YTD | +2.8% | +0.5% | +2.3% | +6.4% |
| 1Y | -1.2% | -0.7% | -0.5% | +5.0% |
| All | +133.5% | +76.8% | +56.7% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling