+962.7%
VST vs QLD
+1,455.9%
-493.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -14.5% |
| 7D | -15.7% | -9.4% | -6.3% | -12.8% |
| 30D | -17.0% | -17.1% | +0.1% | -11.0% |
| 3M | -15.9% | -10.4% | -5.5% | -12.5% |
| 6M | -25.0% | +0.7% | -25.7% | -25.9% |
| YTD | -25.1% | +17.7% | -42.9% | -30.1% |
| 1Y | -34.9% | +14.7% | -49.5% | -38.7% |
| 3Y | +252.7% | +169.6% | +83.0% | +159.5% |
| 5Y | +582.3% | +86.7% | +495.7% | +420.6% |
| 10Y | +1,076.6% | +1,600.8% | -524.2% | +367.8% |
| All | +962.7% | +1,455.9% | -493.2% | +334.4% |
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 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