+67.1%
VZ vs QLD
+1,338.5%
-1,271.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.7% | +12.6% | +0.9% |
| 7D | +5.6% | -18.6% | +24.2% | +7.2% |
| 30D | +1.9% | -28.3% | +30.1% | +4.3% |
| 3M | +0.8% | -20.4% | +21.2% | +2.2% |
| 6M | +0.6% | -14.3% | +14.9% | +0.9% |
| YTD | +20.8% | +2.8% | +18.0% | +18.8% |
| 1Y | +23.9% | -1.2% | +25.2% | +22.2% |
| 3Y | +55.7% | +135.3% | -79.6% | +35.6% |
| 5Y | +21.5% | +62.6% | -41.0% | +7.6% |
| All | +67.1% | +1,338.5% | -1,271.4% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling