-99.0%
QID vs VT
+217.6%
-316.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +0.2% |
| 7D | +1.8% | -0.1% | +1.9% | +2.7% |
| 30D | +21.6% | -3.1% | +24.7% | +15.2% |
| 3M | +12.6% | -3.5% | +16.1% | +6.3% |
| 6M | +6.9% | +0.5% | +6.4% | +14.8% |
| YTD | -20.5% | +10.8% | -31.3% | +10.7% |
| 1Y | -18.1% | +11.9% | -30.0% | +17.7% |
| 3Y | -70.7% | +73.0% | -143.7% | +41.5% |
| 5Y | -77.2% | +58.6% | -135.9% | +24.9% |
| 10Y | -99.0% | +219.2% | -318.2% | -59.6% |
| All | -99.0% | +217.6% | -316.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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