+30.6%
VCIT vs QID
-99.0%
+129.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.2% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +1.8% | +20.1% | -18.3% | +2.6% |
| 3M | -1.6% | +11.8% | -13.4% | -1.0% |
| 6M | -2.1% | +5.5% | -7.6% | -1.7% |
| YTD | -1.6% | -21.5% | +20.0% | -2.2% |
| 1Y | -0.8% | -22.6% | +21.8% | -1.4% |
| 3Y | +19.9% | -72.3% | +92.2% | +15.3% |
| 5Y | +3.3% | -76.9% | +80.2% | -0.8% |
| 10Y | +30.6% | -99.0% | +129.7% | +19.4% |
| All | +30.6% | -99.0% | +129.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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