+7,256.1%
QLD vs VSH
+136.0%
+7,120.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.8% | +2.1% | -3.3% |
| 7D | -18.6% | -25.2% | +6.6% | -2.5% |
| 30D | -28.3% | -41.8% | +13.5% | -0.3% |
| 3M | -20.4% | -33.4% | +13.0% | -0.5% |
| 6M | -14.3% | -31.0% | +16.8% | -3.5% |
| YTD | +2.8% | +53.6% | -50.8% | -34.2% |
| 1Y | -1.2% | +46.3% | -47.5% | -35.0% |
| 3Y | +135.3% | -1.0% | +136.3% | +84.5% |
| 5Y | +62.6% | +18.6% | +43.9% | +16.7% |
| 10Y | +1,384.3% | +91.7% | +1,292.6% | +652.1% |
| All | +7,256.1% | +136.0% | +7,120.1% | +2,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling