-100.0%
QID vs VIG
+677.1%
-777.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -7.1% | +3.5% | -10.6% | +0.5% |
| 30D | +12.6% | +4.9% | +7.7% | +26.5% |
| 3M | +14.2% | +2.5% | +11.7% | +22.1% |
| 6M | +6.2% | +11.0% | -4.8% | +36.8% |
| YTD | -21.8% | +16.0% | -37.8% | +13.0% |
| 1Y | -23.1% | +17.5% | -40.7% | +14.9% |
| 3Y | -71.3% | +67.0% | -138.3% | +7.4% |
| 5Y | -77.0% | +64.8% | -141.8% | +8.6% |
| 10Y | -99.0% | +263.6% | -362.6% | -60.0% |
| All | -100.0% | +677.1% | -777.1% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling