+143.6%
VMC vs QID
-99.1%
+242.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +1.0% |
| 7D | -3.7% | +2.7% | -6.4% | -2.9% |
| 30D | -12.8% | +3.3% | -16.1% | -11.8% |
| 3M | -7.9% | -5.5% | -2.4% | -8.8% |
| 6M | -7.5% | -28.4% | +20.9% | -15.1% |
| YTD | -11.6% | -26.6% | +14.9% | -18.0% |
| 1Y | -14.3% | -34.1% | +19.9% | -22.6% |
| 3Y | +18.5% | -73.7% | +92.2% | -13.6% |
| 5Y | +46.8% | -80.7% | +127.4% | +8.7% |
| All | +143.6% | -99.1% | +242.8% | -16.4% |
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