+905.2%
VRT vs QLD
+121.5%
+783.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.1% |
| 7D | +9.1% | +0.6% | +8.6% | +8.6% |
| 30D | +0.9% | -0.1% | +1.1% | +1.1% |
| 3M | -13.4% | -8.4% | -5.0% | -6.5% |
| 6M | +11.7% | +32.2% | -20.5% | -11.3% |
| YTD | +73.2% | +28.9% | +44.3% | +40.8% |
| 1Y | +123.4% | +43.8% | +79.6% | +67.5% |
| 3Y | +606.2% | +176.6% | +429.6% | +238.4% |
| All | +905.2% | +121.5% | +783.7% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling