+120.6%
VLO vs QLD
+13.1%
+107.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.6% | -5.5% |
| 7D | -6.0% | -9.4% | +3.4% | -7.0% |
| 30D | -12.9% | -17.1% | +4.2% | -14.6% |
| 3M | +18.3% | -10.4% | +28.7% | +17.1% |
| 6M | +46.4% | +0.7% | +45.7% | +48.0% |
| YTD | +127.7% | +17.7% | +110.0% | +137.2% |
| 1Y | +120.6% | +14.7% | +105.9% | +131.2% |
| All | +120.6% | +13.1% | +107.5% | +131.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling