-74.5%
QID vs VLTO
+55.4%
-129.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.1% |
| 7D | -11.8% | +0.8% | -12.6% | -11.4% |
| 30D | +14.2% | +18.7% | -4.5% | +23.4% |
| 3M | +8.8% | +21.7% | -12.9% | +19.2% |
| 6M | +1.5% | +35.8% | -34.4% | +18.1% |
| YTD | -23.8% | +18.3% | -42.0% | -18.7% |
| 1Y | -22.0% | +20.9% | -42.9% | -15.3% |
| 3Y | -71.9% | +68.8% | -140.7% | -62.8% |
| All | -74.5% | +55.4% | -129.9% | -67.4% |
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