+203.1%
VLO vs QLD
+134.4%
+68.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.7% | +8.9% | -1.9% |
| 7D | -8.7% | -18.6% | +9.9% | -6.0% |
| 30D | -16.2% | -28.3% | +12.1% | -12.1% |
| 3M | +16.2% | -20.4% | +36.5% | +19.6% |
| 6M | +39.8% | -14.3% | +54.1% | +40.4% |
| YTD | +119.0% | +2.8% | +116.2% | +110.4% |
| 1Y | +110.8% | -1.2% | +112.0% | +104.3% |
| All | +203.1% | +134.4% | +68.8% | +121.2% |
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 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