+924.9%
VLO vs QID
-99.2%
+1,024.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +0.8% |
| 7D | +5.3% | +1.3% | +4.0% | +5.7% |
| 30D | +18.2% | +2.9% | +15.3% | +19.3% |
| 3M | +53.3% | -0.7% | +54.1% | +53.7% |
| 6M | +70.4% | -29.7% | +100.1% | +54.2% |
| YTD | +143.4% | -27.9% | +171.2% | +122.5% |
| 1Y | +153.0% | -34.6% | +187.6% | +125.6% |
| 3Y | +195.0% | -73.5% | +268.5% | +110.1% |
| 5Y | +618.8% | -81.0% | +699.8% | +410.0% |
| All | +924.9% | -99.2% | +1,024.0% | +151.3% |
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