+125.7%
VMC vs QID
-99.0%
+224.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | +0.2% |
| 7D | -1.3% | -7.1% | +5.9% | -3.2% |
| 30D | +15.5% | +12.6% | +2.8% | +20.1% |
| 3M | +0.6% | +14.2% | -13.7% | +5.4% |
| 6M | +2.1% | +6.2% | -4.1% | +5.5% |
| YTD | -1.6% | -21.8% | +20.2% | -6.4% |
| 1Y | -1.2% | -23.1% | +22.0% | -6.4% |
| 3Y | +35.3% | -71.3% | +106.6% | +1.2% |
| 5Y | +43.6% | -77.0% | +120.6% | +12.1% |
| All | +125.7% | -99.0% | +224.7% | -26.9% |
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