+18.0%
VMC vs QID
-73.9%
+91.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.1% |
| 7D | -5.3% | -1.9% | -3.4% | -5.8% |
| 30D | -12.3% | +1.7% | -14.0% | -11.8% |
| 3M | -10.3% | -3.9% | -6.4% | -10.5% |
| 6M | -8.6% | -30.0% | +21.4% | -16.2% |
| YTD | -11.9% | -28.2% | +16.3% | -18.4% |
| 1Y | -13.9% | -35.6% | +21.7% | -22.4% |
| All | +18.0% | -73.9% | +91.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling