-73.8%
QID vs VLTO
+56.1%
-129.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.7% | -6.5% |
| 7D | -0.8% | +2.0% | -2.8% | +0.2% |
| 30D | +20.1% | +21.8% | -1.7% | +31.4% |
| 3M | +11.8% | +20.2% | -8.4% | +21.7% |
| 6M | +5.5% | +36.3% | -30.8% | +23.0% |
| YTD | -21.5% | +18.8% | -40.4% | -16.1% |
| 1Y | -22.6% | +20.4% | -43.0% | -16.4% |
| 3Y | -72.3% | +71.9% | -144.2% | -63.0% |
| All | -73.8% | +56.1% | -129.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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