+754.3%
VLO vs QLD
+1,536.4%
-782.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.4% |
| 7D | -0.4% | -1.2% | +0.7% | -0.3% |
| 30D | -16.6% | -15.7% | -0.9% | -13.0% |
| 3M | +12.3% | -10.0% | +22.3% | +14.6% |
| 6M | +47.8% | -11.2% | +59.1% | +49.4% |
| YTD | +126.7% | +16.4% | +110.4% | +108.6% |
| 1Y | +105.4% | +12.7% | +92.7% | +90.5% |
| 3Y | +222.0% | +152.3% | +69.7% | +121.1% |
| 5Y | +449.8% | +91.8% | +358.1% | +285.0% |
| 10Y | +754.3% | +1,520.2% | -765.9% | +96.6% |
| All | +754.3% | +1,536.4% | -782.1% | +96.6% |
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