+152.2%
QLD vs VEU
+70.3%
+81.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | +1.1% |
| 7D | +12.5% | +2.4% | +10.1% | +7.6% |
| 30D | -15.7% | -2.0% | -13.7% | -11.3% |
| 3M | -11.9% | -5.1% | -6.8% | -1.1% |
| 6M | -10.3% | -0.7% | -9.6% | -6.3% |
| YTD | +15.6% | +11.0% | +4.6% | -3.8% |
| 1Y | +12.1% | +12.4% | -0.2% | -8.8% |
| All | +152.2% | +70.3% | +81.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling