+542.8%
VRT vs QLD
+61.4%
+481.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -12.7% | -1.3% | -3.3% |
| 7D | -28.1% | -18.6% | -9.6% | -14.5% |
| 30D | -30.2% | -28.3% | -1.9% | -7.3% |
| 3M | -36.4% | -20.4% | -16.0% | -22.7% |
| 6M | -48.2% | -14.3% | -33.9% | -40.6% |
| YTD | +9.2% | +2.8% | +6.4% | +7.6% |
| 1Y | -7.2% | -1.2% | -6.0% | -4.9% |
| 3Y | +338.7% | +135.3% | +203.4% | +142.3% |
| 5Y | +542.8% | +62.6% | +480.3% | +305.4% |
| All | +542.8% | +61.4% | +481.4% | +305.4% |
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