+67.2%
QLD vs VUG
+57.0%
+10.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.7% |
| 7D | -10.3% | -3.4% | -6.9% | -3.2% |
| 30D | -26.1% | -11.1% | -15.0% | -5.4% |
| 3M | -17.8% | -7.2% | -10.5% | -3.0% |
| 6M | -15.6% | -4.1% | -11.4% | -5.2% |
| YTD | +5.4% | +1.4% | +4.0% | +6.9% |
| 1Y | +5.2% | +1.9% | +3.3% | +6.0% |
| 3Y | +139.4% | +77.7% | +61.7% | -14.1% |
| All | +67.2% | +57.0% | +10.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling