-100.0%
QID vs VT
+345.0%
-444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.1% | +16.8% | +5.0% |
| 7D | +20.2% | -4.2% | +24.4% | +12.0% |
| 30D | +35.3% | -5.8% | +41.1% | +22.5% |
| 3M | +21.3% | -5.2% | +26.6% | +11.9% |
| 6M | +6.7% | +0.1% | +6.6% | +12.7% |
| YTD | -13.6% | +8.2% | -21.8% | +8.4% |
| 1Y | -11.0% | +10.1% | -21.1% | +16.4% |
| 3Y | -69.8% | +69.7% | -139.5% | +5.0% |
| 5Y | -74.1% | +53.4% | -127.5% | -0.1% |
| 10Y | -99.0% | +219.2% | -318.2% | -77.5% |
| All | -100.0% | +345.0% | -444.9% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling