+381.0%
VZ vs QLD
+9,036.4%
-8,655.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +7.9% | -0.1% | +8.0% | +7.8% |
| 3M | +13.6% | -8.4% | +22.0% | +14.4% |
| 6M | +1.1% | +32.2% | -31.1% | -5.8% |
| YTD | +29.3% | +28.9% | +0.4% | +20.7% |
| 1Y | +21.2% | +43.8% | -22.6% | +10.2% |
| 3Y | +75.9% | +176.6% | -100.7% | +32.4% |
| 5Y | +24.1% | +121.6% | -97.5% | -7.6% |
| 10Y | +62.4% | +1,652.9% | -1,590.5% | -40.7% |
| All | +381.0% | +9,036.4% | -8,655.4% | -19.9% |
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 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