+346.3%
VRT vs QLD
+134.4%
+212.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -12.7% | -1.3% | -1.3% |
| 7D | -28.1% | -18.6% | -9.6% | -11.9% |
| 30D | -30.2% | -28.3% | -1.9% | -2.7% |
| 3M | -36.4% | -20.4% | -16.0% | -20.1% |
| 6M | -48.2% | -14.3% | -33.9% | -39.8% |
| YTD | +9.2% | +2.8% | +6.4% | +5.2% |
| 1Y | -7.2% | -1.2% | -6.0% | -6.4% |
| All | +346.3% | +134.4% | +212.0% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling