-99.0%
QID vs VT
+223.7%
-322.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -0.7% |
| 7D | -0.8% | +0.4% | -1.1% | +1.4% |
| 30D | +20.1% | -2.6% | +22.7% | +15.0% |
| 3M | +11.8% | -3.2% | +15.1% | +6.2% |
| 6M | +5.5% | +0.9% | +4.6% | +14.6% |
| YTD | -21.5% | +11.3% | -32.8% | +10.5% |
| 1Y | -22.6% | +14.0% | -36.6% | +16.3% |
| 3Y | -72.3% | +75.8% | -148.1% | +39.1% |
| 5Y | -76.9% | +57.8% | -134.7% | +25.6% |
| 10Y | -99.0% | +219.8% | -318.8% | -57.9% |
| All | -99.0% | +223.7% | -322.7% | -57.9% |
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