+7,162.4%
QLD vs VYM
+492.8%
+6,669.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.1% | -0.5% | +0.4% | +0.9% |
| 3M | -8.4% | +3.0% | -11.4% | -13.1% |
| 6M | +32.2% | +8.2% | +24.0% | +14.6% |
| YTD | +28.9% | +15.8% | +13.1% | -1.9% |
| 1Y | +43.8% | +20.8% | +23.0% | +1.1% |
| 3Y | +176.6% | +65.3% | +111.3% | +12.1% |
| 5Y | +121.6% | +76.6% | +45.0% | -13.1% |
| 10Y | +1,652.9% | +203.9% | +1,449.0% | +182.5% |
| All | +7,162.4% | +492.8% | +6,669.5% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling