+173.7%
VEA vs QLD
+6,090.0%
-5,916.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | +1.9% | -0.1% | +2.1% | +1.9% |
| 3M | +3.2% | -8.4% | +11.6% | +5.7% |
| 6M | +10.2% | +32.2% | -22.0% | -2.1% |
| YTD | +18.9% | +28.9% | -10.0% | +6.4% |
| 1Y | +29.3% | +43.8% | -14.5% | +10.3% |
| 3Y | +76.8% | +176.6% | -99.8% | +10.3% |
| 5Y | +61.2% | +121.6% | -60.3% | +0.6% |
| 10Y | +163.3% | +1,652.9% | -1,489.6% | -45.7% |
| All | +173.7% | +6,090.0% | -5,916.4% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling