+6,240.7%
QLD vs VYM
+490.6%
+5,750.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +2.4% |
| 7D | -1.4% | -0.7% | -0.7% | +0.6% |
| 30D | -19.6% | +2.5% | -22.1% | -22.9% |
| 3M | -14.1% | -1.2% | -12.9% | -11.7% |
| 6M | -13.6% | +5.9% | -19.5% | -21.9% |
| YTD | +12.5% | +15.4% | -2.8% | -13.3% |
| 1Y | +13.1% | +18.8% | -5.7% | -17.6% |
| 3Y | +154.7% | +73.8% | +80.9% | -5.9% |
| 5Y | +81.1% | +70.5% | +10.6% | -23.8% |
| 10Y | +1,418.0% | +203.2% | +1,214.8% | +146.3% |
| All | +6,240.7% | +490.6% | +5,750.1% | +322.0% |
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