+223.1%
VLO vs QLD
+149.9%
+73.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +1.9% |
| 7D | -6.5% | -1.4% | -5.0% | -6.4% |
| 30D | -17.8% | -19.6% | +1.8% | -15.2% |
| 3M | +19.6% | -14.1% | +33.7% | +21.7% |
| 6M | +49.3% | -13.6% | +62.9% | +50.6% |
| YTD | +122.4% | +12.5% | +109.8% | +110.7% |
| 1Y | +107.4% | +13.1% | +94.3% | +95.9% |
| 3Y | +223.1% | +154.7% | +68.3% | +131.3% |
| All | +223.1% | +149.9% | +73.1% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling