-73.7%
QID vs VIG
+55.4%
-129.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | -0.9% |
| 7D | -1.9% | -1.2% | -0.8% | -4.8% |
| 30D | +1.7% | -2.8% | +4.5% | -5.4% |
| 3M | -3.9% | +2.5% | -6.4% | +3.2% |
| 6M | -30.0% | +8.1% | -38.1% | -12.4% |
| YTD | -28.2% | +9.6% | -37.8% | -6.4% |
| 1Y | -35.6% | +14.2% | -49.8% | -5.6% |
| All | -73.7% | +55.4% | -129.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling