-100.0%
VIVK vs QID
-99.2%
-0.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -7.6% |
| 7D | -4.4% | +1.3% | -5.6% | -4.3% |
| 30D | -40.8% | +2.9% | -43.8% | -40.6% |
| 3M | -94.1% | -0.7% | -93.4% | -94.1% |
| 6M | -98.2% | -29.7% | -68.5% | -98.2% |
| YTD | -98.0% | -27.9% | -70.1% | -98.1% |
| 1Y | -100.0% | -34.6% | -65.4% | -100.0% |
| 3Y | -100.0% | -73.5% | -26.5% | -100.0% |
| 5Y | -100.0% | -81.0% | -19.0% | -100.0% |
| All | -100.0% | -99.2% | -0.8% | -100.0% |
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 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