-76.2%
QID vs VLTO
+27.2%
-103.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -1.2% |
| 7D | -0.6% | -2.3% | +1.7% | -1.8% |
| 30D | 0.0% | -0.9% | +0.9% | -0.4% |
| 3M | +3.7% | +13.8% | -10.1% | +11.8% |
| 6M | -29.9% | +2.0% | -31.9% | -29.6% |
| YTD | -28.8% | -3.2% | -25.6% | -30.8% |
| 1Y | -37.2% | -9.2% | -28.0% | -41.8% |
| All | -76.2% | +27.2% | -103.4% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling