+13.8%
VRT vs QLD
+13.1%
+0.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.9% | -14.8% | -14.8% |
| 7D | -15.4% | -9.4% | -6.0% | -7.0% |
| 30D | -19.0% | -17.1% | -1.9% | -2.5% |
| 3M | -23.8% | -10.4% | -13.4% | -15.2% |
| 6M | -37.9% | +0.7% | -38.6% | -39.1% |
| YTD | +27.0% | +17.7% | +9.2% | +4.1% |
| 1Y | +13.8% | +14.7% | -0.9% | -2.5% |
| All | +13.8% | +13.1% | +0.6% | -2.5% |
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