-99.1%
QID vs VT
+221.8%
-320.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +1.9% |
| 7D | -7.1% | +2.4% | -9.5% | -1.4% |
| 30D | +12.6% | -1.5% | +14.1% | +10.8% |
| 3M | +14.2% | -4.1% | +18.4% | +6.3% |
| 6M | +6.2% | +0.6% | +5.6% | +14.4% |
| YTD | -21.8% | +11.0% | -32.8% | +9.6% |
| 1Y | -23.1% | +13.3% | -36.5% | +13.9% |
| 3Y | -71.3% | +73.4% | -144.7% | +39.5% |
| 5Y | -77.0% | +57.4% | -134.4% | +24.5% |
| All | -99.1% | +221.8% | -320.8% | -59.7% |
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