+122.1%
QLD vs VWO
+34.9%
+87.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.4% |
| 7D | +3.0% | +0.9% | +2.1% | +1.3% |
| 30D | -1.8% | +1.3% | -3.1% | -4.0% |
| 3M | -1.8% | +5.1% | -6.9% | -8.9% |
| 6M | +36.9% | +12.5% | +24.3% | +13.4% |
| YTD | +28.7% | +14.0% | +14.7% | +3.9% |
| 1Y | +41.9% | +19.7% | +22.2% | +5.7% |
| 3Y | +184.2% | +66.8% | +117.4% | +18.3% |
| 5Y | +122.1% | +36.2% | +85.9% | +37.3% |
| All | +122.1% | +34.9% | +87.2% | +37.3% |
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