+1,351.8%
QLD vs VSH
+95.6%
+1,256.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | -1.1% |
| 7D | -10.3% | -12.9% | +2.7% | -2.4% |
| 30D | -26.1% | -36.9% | +10.8% | -2.3% |
| 3M | -17.8% | -28.8% | +11.0% | -1.6% |
| 6M | -15.6% | -30.3% | +14.7% | -6.6% |
| YTD | +5.4% | +62.4% | -57.0% | -38.4% |
| 1Y | +5.2% | +62.5% | -57.3% | -38.8% |
| 3Y | +139.4% | +7.4% | +132.1% | +71.0% |
| 5Y | +66.7% | +25.4% | +41.3% | +7.8% |
| All | +1,351.8% | +95.6% | +1,256.2% | +591.6% |
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