+2,542.1%
VGT vs QID
-100.0%
+2,642.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | 0.0% |
| 7D | +1.8% | -2.7% | +4.6% | +0.4% |
| 30D | -0.3% | +1.8% | -2.1% | +0.8% |
| 3M | +3.4% | -2.2% | +5.5% | +4.6% |
| 6M | +35.0% | -32.1% | +67.1% | +15.4% |
| YTD | +28.8% | -28.6% | +57.3% | +14.0% |
| 1Y | +38.0% | -36.3% | +74.3% | +16.8% |
| 3Y | +125.8% | -74.4% | +200.2% | +38.9% |
| 5Y | +134.7% | -80.8% | +215.5% | +54.8% |
| 10Y | +792.6% | -99.1% | +891.7% | +84.0% |
| All | +2,542.1% | -100.0% | +2,642.1% | +59.5% |
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