+1,678.9%
VRT vs QLD
+548.6%
+1,130.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -12.7% | -1.3% | -6.4% |
| 7D | -28.1% | -18.6% | -9.6% | -18.6% |
| 30D | -30.2% | -28.3% | -1.9% | -14.5% |
| 3M | -36.4% | -20.4% | -16.0% | -26.7% |
| 6M | -48.2% | -14.3% | -33.9% | -42.4% |
| YTD | +9.2% | +2.8% | +6.4% | +9.7% |
| 1Y | -7.2% | -1.2% | -6.0% | -4.1% |
| 3Y | +338.7% | +135.3% | +203.4% | +206.9% |
| 5Y | +542.8% | +62.6% | +480.3% | +387.5% |
| All | +1,678.9% | +548.6% | +1,130.3% | +819.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling