+1,740.6%
VRT vs QLD
+565.1%
+1,175.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +1.9% |
| 7D | -21.4% | -10.3% | -11.1% | -15.9% |
| 30D | -25.8% | -26.1% | +0.2% | -10.8% |
| 3M | -33.5% | -17.8% | -15.8% | -24.8% |
| 6M | -49.0% | -15.6% | -33.5% | -42.9% |
| YTD | +12.9% | +5.4% | +7.6% | +11.9% |
| 1Y | 0.0% | +5.2% | -5.2% | -0.3% |
| 3Y | +361.8% | +139.4% | +222.4% | +219.4% |
| 5Y | +565.1% | +66.7% | +498.4% | +396.9% |
| All | +1,740.6% | +565.1% | +1,175.5% | +837.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling