+20.5%
VEA vs QLD
+13.1%
+7.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.5% |
| 7D | +0.7% | -9.4% | +10.1% | +4.0% |
| 30D | -0.4% | -17.1% | +16.6% | +5.9% |
| 3M | -1.7% | -10.4% | +8.7% | +1.6% |
| 6M | +5.1% | +0.7% | +4.4% | +3.0% |
| YTD | +14.4% | +17.7% | -3.3% | +4.2% |
| 1Y | +20.5% | +14.7% | +5.9% | +10.3% |
| All | +20.5% | +13.1% | +7.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling