+59.8%
VTI vs QLD
+66.7%
-6.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.5% |
| 7D | -2.6% | -10.3% | +7.7% | +1.0% |
| 30D | -5.0% | -26.1% | +21.0% | +5.3% |
| 3M | -4.3% | -17.8% | +13.5% | +1.9% |
| 6M | +0.6% | -15.6% | +16.1% | +4.9% |
| YTD | +8.9% | +5.4% | +3.5% | +4.1% |
| 1Y | +11.1% | +5.2% | +5.9% | +6.1% |
| 3Y | +74.5% | +139.4% | -64.9% | +18.4% |
| All | +59.8% | +66.7% | -6.9% | +14.4% |
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