+1,418.0%
QLD vs VSH
+128.2%
+1,289.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.4% | -6.6% | -1.7% |
| 7D | -1.4% | +3.5% | -4.9% | -4.2% |
| 30D | -19.6% | -22.4% | +2.8% | -7.0% |
| 3M | -14.1% | -25.2% | +11.0% | -0.4% |
| 6M | -13.6% | -22.5% | +8.9% | -10.7% |
| YTD | +12.5% | +84.2% | -71.7% | -39.5% |
| 1Y | +13.1% | +87.1% | -73.9% | -40.2% |
| 3Y | +154.7% | +31.7% | +123.1% | +57.2% |
| 5Y | +81.1% | +42.6% | +38.5% | +7.5% |
| 10Y | +1,418.0% | +116.6% | +1,301.4% | +574.3% |
| All | +1,418.0% | +128.2% | +1,289.8% | +574.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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