+1,728.6%
QLD vs VYM
+202.0%
+1,526.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.4% |
| 7D | +1.9% | -1.0% | +2.9% | +3.9% |
| 30D | -1.8% | -2.0% | +0.2% | +2.3% |
| 3M | -0.1% | +3.1% | -3.1% | -5.7% |
| 6M | +32.6% | +8.9% | +23.7% | +12.8% |
| YTD | +27.9% | +14.7% | +13.2% | -1.9% |
| 1Y | +40.3% | +19.4% | +20.8% | -0.4% |
| 3Y | +182.5% | +65.4% | +117.1% | +10.6% |
| 5Y | +122.5% | +77.6% | +45.0% | -16.3% |
| 10Y | +1,728.6% | +207.8% | +1,520.8% | +172.4% |
| All | +1,728.6% | +202.0% | +1,526.6% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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