+375.3%
VMC vs QID
-100.0%
+475.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.8% |
| 7D | -4.3% | -0.6% | -3.7% | -4.5% |
| 30D | -8.2% | 0.0% | -8.2% | -8.1% |
| 3M | -7.0% | +3.7% | -10.8% | -4.7% |
| 6M | -10.8% | -29.9% | +19.1% | -21.6% |
| YTD | -7.4% | -28.8% | +21.4% | -17.8% |
| 1Y | -9.5% | -37.2% | +27.7% | -23.4% |
| 3Y | +20.5% | -73.7% | +94.2% | -23.3% |
| 5Y | +51.6% | -80.7% | +132.3% | -1.8% |
| 10Y | +150.0% | -99.1% | +249.2% | -54.5% |
| All | +375.3% | -100.0% | +475.3% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling