+176.1%
QLD vs VUG
+86.3%
+89.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.3% |
| 7D | +0.6% | -0.1% | +0.7% | +0.8% |
| 30D | -0.1% | -0.3% | +0.2% | +0.6% |
| 3M | -8.4% | -0.7% | -7.7% | -5.6% |
| 6M | +32.2% | +14.6% | +17.6% | +3.4% |
| YTD | +28.9% | +9.0% | +19.9% | +11.7% |
| 1Y | +43.8% | +14.9% | +29.0% | +13.4% |
| All | +176.1% | +86.3% | +89.7% | -9.6% |
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