+161.1%
VEA vs QID
-99.2%
+260.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.5% |
| 7D | -1.5% | +1.3% | -2.7% | -1.1% |
| 30D | -0.8% | +2.9% | -3.8% | +0.1% |
| 3M | +2.5% | -0.7% | +3.2% | +3.2% |
| 6M | +11.1% | -29.7% | +40.8% | +2.5% |
| YTD | +17.2% | -27.9% | +45.0% | +9.2% |
| 1Y | +24.5% | -34.6% | +59.1% | +13.5% |
| 3Y | +75.4% | -73.5% | +149.0% | +30.5% |
| 5Y | +61.1% | -81.0% | +142.1% | +20.5% |
| All | +161.1% | -99.2% | +260.2% | -7.6% |
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 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