-100.0%
QID vs VYM
+484.2%
-584.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +1.3% |
| 7D | +2.7% | -1.9% | +4.6% | -0.9% |
| 30D | +3.3% | -2.6% | +5.9% | -1.7% |
| 3M | -5.5% | +3.6% | -9.1% | +1.7% |
| 6M | -28.4% | +8.7% | -37.1% | -14.4% |
| YTD | -26.6% | +14.1% | -40.7% | -3.0% |
| 1Y | -34.1% | +17.8% | -51.9% | -6.7% |
| 3Y | -73.7% | +64.5% | -138.2% | -19.9% |
| 5Y | -80.7% | +77.5% | -158.2% | -18.4% |
| 10Y | -99.1% | +206.1% | -305.3% | -84.2% |
| All | -100.0% | +484.2% | -584.1% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling