+739.6%
VTI vs QLD
+7,369.0%
-6,629.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.7% |
| 7D | -2.6% | -10.3% | +7.7% | +1.5% |
| 30D | -5.0% | -26.1% | +21.0% | +6.8% |
| 3M | -4.3% | -17.8% | +13.5% | +2.8% |
| 6M | +0.6% | -15.6% | +16.1% | +5.5% |
| YTD | +8.9% | +5.4% | +3.5% | +3.6% |
| 1Y | +11.1% | +5.2% | +5.9% | +5.5% |
| 3Y | +74.5% | +139.4% | -64.9% | +12.3% |
| 5Y | +60.1% | +66.7% | -6.6% | +10.9% |
| 10Y | +297.4% | +1,422.1% | -1,124.7% | -9.4% |
| All | +739.6% | +7,369.0% | -6,629.4% | -27.8% |
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