+121.0%
QLD vs VEU
+56.2%
+64.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.8% |
| 7D | +0.6% | +1.1% | -0.6% | -1.8% |
| 30D | -0.1% | +2.2% | -2.3% | -4.5% |
| 3M | -8.4% | +3.0% | -11.3% | -12.5% |
| 6M | +32.2% | +10.9% | +21.3% | +7.8% |
| YTD | +28.9% | +18.2% | +10.7% | -9.0% |
| 1Y | +43.8% | +28.3% | +15.6% | -14.8% |
| 3Y | +176.6% | +74.6% | +102.0% | -14.7% |
| All | +121.0% | +56.2% | +64.8% | -4.4% |
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