+227.0%
VNQ vs QID
-100.0%
+327.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.8% |
| 7D | -0.9% | -1.9% | +1.0% | -1.7% |
| 30D | -2.2% | +1.7% | -3.9% | -1.5% |
| 3M | -1.9% | -3.9% | +2.0% | -3.1% |
| 6M | +3.2% | -30.0% | +33.2% | -10.2% |
| YTD | +9.4% | -28.2% | +37.6% | -3.6% |
| 1Y | +7.5% | -35.6% | +43.2% | -9.2% |
| 3Y | +31.1% | -74.3% | +105.3% | -20.7% |
| 5Y | +6.6% | -80.8% | +87.4% | -34.8% |
| 10Y | +63.9% | -99.2% | +163.1% | -75.0% |
| All | +227.0% | -100.0% | +327.0% | -90.6% |
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