+19.3%
VCIT vs QID
-71.7%
+91.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.6% |
| 7D | +0.1% | +1.8% | -1.7% | +0.2% |
| 30D | +1.1% | +21.6% | -20.5% | +1.8% |
| 3M | -1.4% | +12.6% | -14.0% | -0.9% |
| 6M | -2.3% | +6.9% | -9.2% | -1.9% |
| YTD | -1.8% | -20.5% | +18.7% | -2.3% |
| 1Y | -1.0% | -18.1% | +17.1% | -1.4% |
| 3Y | +19.3% | -70.7% | +89.9% | +12.6% |
| All | +19.3% | -71.7% | +91.0% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling