+1,450.1%
QLD vs VSH
+117.5%
+1,332.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.1% |
| 7D | -3.8% | -1.6% | -2.2% | -3.3% |
| 30D | -20.5% | -21.3% | +0.8% | -8.9% |
| 3M | -14.6% | -18.9% | +4.3% | -5.8% |
| 6M | -14.7% | -21.4% | +6.8% | -12.6% |
| YTD | +11.2% | +86.8% | -75.7% | -40.8% |
| 1Y | +7.1% | +85.8% | -78.7% | -43.0% |
| 3Y | +141.1% | +30.1% | +111.0% | +50.6% |
| 5Y | +84.3% | +42.8% | +41.5% | +9.5% |
| 10Y | +1,450.1% | +121.2% | +1,328.8% | +591.3% |
| All | +1,450.1% | +117.5% | +1,332.6% | +591.3% |
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