+1,130.8%
VLO vs QLD
+9,036.4%
-7,905.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | +22.6% | -0.1% | +22.7% | +22.5% |
| 3M | +43.8% | -8.4% | +52.1% | +46.4% |
| 6M | +65.7% | +32.2% | +33.5% | +40.4% |
| YTD | +131.1% | +28.9% | +102.2% | +97.1% |
| 1Y | +143.6% | +43.8% | +99.8% | +95.9% |
| 3Y | +201.4% | +176.6% | +24.8% | +65.4% |
| 5Y | +568.9% | +121.6% | +447.3% | +254.0% |
| 10Y | +891.8% | +1,652.9% | -761.1% | +29.8% |
| All | +1,130.8% | +9,036.4% | -7,905.6% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling