+2,545.5%
VRT vs QID
-97.8%
+2,643.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.3% |
| 7D | +2.4% | -1.9% | +4.3% | +1.4% |
| 30D | -2.7% | +1.7% | -4.4% | -1.3% |
| 3M | -9.2% | -3.9% | -5.3% | -7.6% |
| 6M | -0.5% | -30.0% | +29.5% | -13.5% |
| YTD | +62.3% | -28.2% | +90.6% | +45.2% |
| 1Y | +109.6% | -35.6% | +145.2% | +81.2% |
| 3Y | +573.1% | -74.3% | +647.4% | +359.5% |
| 5Y | +953.6% | -80.8% | +1,034.5% | +653.7% |
| All | +2,545.5% | -97.8% | +2,643.3% | +1,206.3% |
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