+1,631.1%
QLD vs VSH
+169.0%
+1,462.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -2.5% |
| 7D | +0.6% | +4.1% | -3.5% | -2.1% |
| 30D | -0.1% | -4.2% | +4.0% | +1.6% |
| 3M | -8.4% | -50.0% | +41.6% | +37.6% |
| 6M | +32.2% | +80.2% | -48.0% | -22.9% |
| YTD | +28.9% | +121.1% | -92.2% | -36.5% |
| 1Y | +43.8% | +112.0% | -68.2% | -28.2% |
| 3Y | +176.6% | +22.5% | +154.1% | +92.2% |
| 5Y | +121.6% | +64.0% | +57.5% | +24.1% |
| All | +1,631.1% | +169.0% | +1,462.0% | +527.8% |
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