+1,502.1%
QLD vs VSH
+115.4%
+1,386.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.8% | +0.2% |
| 7D | +7.0% | +14.3% | -7.3% | -2.3% |
| 30D | -14.3% | -7.9% | -6.5% | -11.1% |
| 3M | -16.0% | -19.9% | +3.9% | -6.8% |
| 6M | -14.2% | -30.5% | +16.3% | -3.7% |
| YTD | +12.8% | +85.7% | -72.9% | -39.9% |
| 1Y | +14.1% | +98.9% | -84.9% | -42.5% |
| 3Y | +146.0% | +32.1% | +113.9% | +51.1% |
| 5Y | +82.0% | +39.7% | +42.3% | +9.4% |
| All | +1,502.1% | +115.4% | +1,386.8% | +597.1% |
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