+8.6%
VRT vs QLD
+8.0%
+0.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -1.9% |
| 7D | -17.7% | -3.8% | -13.9% | -14.4% |
| 30D | -20.0% | -20.5% | +0.5% | +0.8% |
| 3M | -28.1% | -14.6% | -13.4% | -15.6% |
| 6M | -42.8% | -14.7% | -28.2% | -33.1% |
| YTD | +20.0% | +11.2% | +8.8% | +4.8% |
| All | +8.6% | +8.0% | +0.6% | 0.0% |
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