+1,351.8%
QLD vs VEU
+139.4%
+1,212.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.2% |
| 7D | -10.3% | -1.6% | -8.6% | -6.6% |
| 30D | -26.1% | -4.3% | -21.7% | -18.2% |
| 3M | -17.8% | -5.8% | -11.9% | -5.9% |
| 6M | -15.6% | -4.4% | -11.2% | -5.0% |
| YTD | +5.4% | +8.7% | -3.3% | -9.3% |
| 1Y | +5.2% | +12.6% | -7.4% | -15.8% |
| 3Y | +139.4% | +65.2% | +74.2% | -10.3% |
| 5Y | +66.7% | +45.5% | +21.2% | -10.8% |
| All | +1,351.8% | +139.4% | +1,212.4% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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