+57.3%
VZ vs QLD
+134.4%
-77.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.7% | +12.6% | -1.2% |
| 7D | +5.6% | -18.6% | +24.2% | +3.8% |
| 30D | +1.9% | -28.3% | +30.1% | -0.8% |
| 3M | +0.8% | -20.4% | +21.2% | -1.0% |
| 6M | +0.6% | -14.3% | +14.9% | -0.5% |
| YTD | +20.8% | +2.8% | +18.0% | +20.8% |
| 1Y | +23.9% | -1.2% | +25.2% | +23.9% |
| All | +57.3% | +134.4% | -77.0% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling