-99.1%
QID vs VIG
+250.0%
-349.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -0.1% |
| 7D | +1.3% | -1.1% | +2.3% | -1.2% |
| 30D | +2.9% | -2.7% | +5.7% | -3.4% |
| 3M | -0.7% | +2.5% | -3.3% | +5.9% |
| 6M | -29.7% | +9.2% | -38.9% | -11.7% |
| YTD | -27.9% | +9.8% | -37.7% | -7.6% |
| 1Y | -34.6% | +12.4% | -47.0% | -10.6% |
| 3Y | -73.5% | +55.9% | -129.4% | -10.7% |
| 5Y | -81.0% | +63.9% | -145.0% | -6.9% |
| All | -99.1% | +250.0% | -349.2% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling