-99.1%
QID vs VYM
+209.2%
-308.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -0.4% |
| 7D | +1.3% | -0.8% | +2.1% | -0.3% |
| 30D | +2.9% | -2.2% | +5.2% | -1.5% |
| 3M | -0.7% | +3.1% | -3.8% | +6.0% |
| 6M | -29.7% | +9.7% | -39.4% | -13.7% |
| YTD | -27.9% | +14.9% | -42.8% | -2.5% |
| 1Y | -34.6% | +17.6% | -52.1% | -6.6% |
| 3Y | -73.5% | +65.3% | -138.8% | -15.9% |
| 5Y | -81.0% | +78.7% | -159.7% | -16.1% |
| All | -99.1% | +209.2% | -308.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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