+91.8%
QLD vs VWO
+28.1%
+63.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +2.3% |
| 7D | -1.2% | +1.7% | -2.9% | -3.4% |
| 30D | -15.7% | -4.2% | -11.5% | -8.0% |
| 3M | -10.0% | -4.6% | -5.4% | -0.8% |
| 6M | -11.2% | -5.0% | -6.3% | -0.1% |
| YTD | +16.4% | +6.8% | +9.6% | +6.7% |
| 1Y | +12.7% | +5.8% | +6.9% | +5.3% |
| 3Y | +152.3% | +58.1% | +94.2% | +14.6% |
| 5Y | +91.8% | +27.6% | +64.2% | +41.8% |
| All | +91.8% | +28.1% | +63.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling