+135.1%
VGT vs QID
-80.2%
+215.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | +0.2% |
| 7D | -1.0% | +2.7% | -3.8% | +0.5% |
| 30D | -0.4% | +3.3% | -3.8% | +1.6% |
| 3M | +6.6% | -5.5% | +12.1% | +5.8% |
| 6M | +31.0% | -28.4% | +59.4% | +14.2% |
| YTD | +27.2% | -26.6% | +53.8% | +13.5% |
| 1Y | +34.5% | -34.1% | +68.6% | +14.8% |
| 3Y | +123.1% | -73.7% | +196.8% | +36.1% |
| 5Y | +135.1% | -80.7% | +215.8% | +52.0% |
| All | +135.1% | -80.2% | +215.3% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling