+500.1%
VST vs QLD
+61.4%
+438.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -12.7% | +6.6% | -0.3% |
| 7D | -19.9% | -18.6% | -1.3% | -12.4% |
| 30D | -29.7% | -28.3% | -1.4% | -18.3% |
| 3M | -19.6% | -20.4% | +0.8% | -11.0% |
| 6M | -29.4% | -14.3% | -15.1% | -25.4% |
| YTD | -29.7% | +2.8% | -32.5% | -31.8% |
| 1Y | -40.0% | -1.2% | -38.8% | -40.9% |
| 3Y | +231.0% | +135.3% | +95.7% | +146.9% |
| 5Y | +500.1% | +62.6% | +437.5% | +340.1% |
| All | +500.1% | +61.4% | +438.7% | +340.1% |
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