+82.1%
QLD vs VEU
+47.6%
+34.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.3% |
| 7D | +7.0% | +2.1% | +4.9% | +2.5% |
| 30D | -14.3% | -0.9% | -13.4% | -11.7% |
| 3M | -16.0% | -5.4% | -10.6% | -4.4% |
| 6M | -14.2% | -1.8% | -12.5% | -8.4% |
| YTD | +12.8% | +10.9% | +1.8% | -8.0% |
| 1Y | +14.1% | +13.6% | +0.5% | -11.5% |
| 3Y | +146.0% | +69.3% | +76.7% | -19.4% |
| All | +82.1% | +47.6% | +34.5% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling