-11.2%
QLD vs VSH
-14.9%
+3.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.8% | -4.1% | +1.2% |
| 7D | -1.2% | +12.8% | -14.0% | -5.8% |
| 30D | -15.7% | -9.0% | -6.7% | -13.7% |
| 3M | -10.0% | -12.2% | +2.2% | -7.5% |
| 6M | -11.2% | -15.9% | +4.7% | -7.9% |
| All | -11.2% | -14.9% | +3.7% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling