+28.9%
VCIT vs QID
-99.0%
+127.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | +0.1% | +9.4% | -9.3% | +0.5% |
| 30D | +1.9% | +31.2% | -29.3% | +3.0% |
| 3M | -1.4% | +17.4% | -18.9% | -0.8% |
| 6M | -2.1% | +8.4% | -10.6% | -1.6% |
| YTD | -1.6% | -15.8% | +14.1% | -2.0% |
| 1Y | -0.9% | -16.3% | +15.4% | -1.2% |
| 3Y | +20.0% | -70.4% | +90.4% | +15.6% |
| 5Y | +3.1% | -74.8% | +77.9% | -0.7% |
| All | +28.9% | -99.0% | +127.9% | +18.4% |
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