-100.0%
QID vs VO
+578.5%
-678.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.7% |
| 7D | -0.6% | -0.3% | -0.4% | -1.0% |
| 30D | 0.0% | -0.3% | +0.3% | -0.4% |
| 3M | +3.7% | +2.9% | +0.8% | +11.2% |
| 6M | -29.9% | +9.3% | -39.2% | -14.8% |
| YTD | -28.8% | +14.2% | -43.0% | -5.8% |
| 1Y | -37.2% | +15.3% | -52.4% | -14.6% |
| 3Y | -73.7% | +56.2% | -130.0% | -27.7% |
| 5Y | -80.7% | +42.4% | -123.2% | -39.6% |
| 10Y | -99.1% | +194.7% | -293.9% | -83.8% |
| All | -100.0% | +578.5% | -678.5% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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