-34.9%
VST vs QLD
+13.1%
-48.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -14.8% |
| 7D | -15.7% | -9.4% | -6.3% | -11.6% |
| 30D | -17.0% | -17.1% | +0.1% | -8.8% |
| 3M | -15.9% | -10.4% | -5.5% | -11.0% |
| 6M | -25.0% | +0.7% | -25.7% | -27.2% |
| YTD | -25.1% | +17.7% | -42.9% | -33.2% |
| 1Y | -34.9% | +14.7% | -49.5% | -41.5% |
| All | -34.9% | +13.1% | -48.0% | -41.5% |
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