-100.0%
QID vs VIG
+638.1%
-738.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | -1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -3.6% |
| 30D | +1.8% | -2.1% | +3.9% | -2.8% |
| 3M | -2.2% | +3.3% | -5.5% | +6.0% |
| 6M | -32.1% | +9.3% | -41.4% | -15.5% |
| YTD | -28.6% | +10.1% | -38.7% | -8.9% |
| 1Y | -36.3% | +14.7% | -51.0% | -10.2% |
| 3Y | -74.4% | +56.9% | -131.3% | -16.5% |
| 5Y | -80.8% | +62.9% | -143.7% | -12.2% |
| 10Y | -99.1% | +241.3% | -340.4% | -68.1% |
| All | -100.0% | +638.1% | -738.1% | -89.6% |
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