+426.2%
VLO vs QLD
+61.4%
+364.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.7% | +8.9% | -1.9% |
| 7D | -8.7% | -18.6% | +9.9% | -5.9% |
| 30D | -16.2% | -28.3% | +12.1% | -12.0% |
| 3M | +16.2% | -20.4% | +36.5% | +19.7% |
| 6M | +39.8% | -14.3% | +54.1% | +41.1% |
| YTD | +119.0% | +2.8% | +116.2% | +112.6% |
| 1Y | +110.8% | -1.2% | +112.0% | +106.0% |
| 3Y | +201.7% | +135.3% | +66.4% | +145.0% |
| 5Y | +426.2% | +62.6% | +363.6% | +338.7% |
| All | +426.2% | +61.4% | +364.8% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling