+768.4%
VLO vs QLD
+1,375.1%
-606.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.1% |
| 7D | -13.3% | -10.3% | -3.0% | -10.8% |
| 30D | -18.3% | -26.1% | +7.8% | -11.6% |
| 3M | +14.3% | -17.8% | +32.1% | +19.6% |
| 6M | +47.6% | -15.6% | +63.2% | +51.2% |
| YTD | +116.0% | +5.4% | +110.6% | +104.3% |
| 1Y | +101.0% | +5.2% | +95.8% | +89.9% |
| 3Y | +199.0% | +139.4% | +59.6% | +108.0% |
| 5Y | +419.0% | +66.7% | +352.3% | +280.3% |
| All | +768.4% | +1,375.1% | -606.7% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling