+170.2%
VEA vs QID
-100.0%
+270.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.7% |
| 7D | +0.3% | -1.9% | +2.2% | -0.4% |
| 30D | +0.4% | +1.7% | -1.3% | +1.2% |
| 3M | +4.8% | -3.9% | +8.7% | +4.6% |
| 6M | +11.3% | -30.0% | +41.2% | -0.3% |
| YTD | +17.4% | -28.2% | +45.6% | +6.7% |
| 1Y | +26.2% | -35.6% | +61.8% | +10.8% |
| 3Y | +77.7% | -74.3% | +152.0% | +18.0% |
| 5Y | +60.9% | -80.8% | +141.7% | +8.5% |
| 10Y | +163.6% | -99.2% | +262.7% | -43.1% |
| All | +170.2% | -100.0% | +270.2% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling