+115.7%
VLO vs QLD
+10.8%
+104.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +6.8% | +12.5% | -5.7% | +7.6% |
| 30D | -17.9% | -15.7% | -2.2% | -19.4% |
| 3M | +13.5% | -11.9% | +25.5% | +12.0% |
| 6M | +53.0% | -10.3% | +63.3% | +52.0% |
| YTD | +133.7% | +15.6% | +118.1% | +142.9% |
| 1Y | +115.7% | +12.1% | +103.5% | +126.2% |
| All | +115.7% | +10.8% | +104.9% | +126.2% |
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