+6,355.6%
QLD vs VEU
+168.5%
+6,187.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.2% |
| 7D | -10.3% | -1.6% | -8.6% | -7.4% |
| 30D | -26.1% | -4.3% | -21.7% | -19.8% |
| 3M | -17.8% | -5.8% | -11.9% | -8.4% |
| 6M | -15.6% | -4.4% | -11.2% | -6.8% |
| YTD | +5.4% | +8.7% | -3.3% | -5.2% |
| 1Y | +5.2% | +12.6% | -7.4% | -10.5% |
| 3Y | +139.4% | +65.2% | +74.2% | +15.5% |
| 5Y | +66.7% | +45.5% | +21.2% | +8.2% |
| 10Y | +1,422.1% | +142.7% | +1,279.3% | +449.1% |
| All | +6,355.6% | +168.5% | +6,187.0% | +2,462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling