+103.5%
V vs QLD
+81.6%
+21.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.6% | -3.8% | +4.4% | +1.3% |
| 30D | +9.7% | -20.5% | +30.3% | +15.4% |
| 3M | +17.3% | -14.6% | +31.9% | +20.9% |
| 6M | +33.2% | -14.7% | +47.9% | +35.5% |
| YTD | +21.3% | +11.2% | +10.1% | +14.0% |
| 1Y | +27.3% | +7.1% | +20.2% | +20.7% |
| 3Y | +76.1% | +141.1% | -65.0% | +24.8% |
| 5Y | +103.5% | +84.3% | +19.2% | +44.3% |
| All | +103.5% | +81.6% | +21.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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