+1,855.0%
VRT vs QID
-97.5%
+1,952.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -2.3% |
| 7D | -17.7% | +1.8% | -19.5% | -15.4% |
| 30D | -20.0% | +21.6% | -41.6% | -7.4% |
| 3M | -28.1% | +12.6% | -40.7% | -19.7% |
| 6M | -42.8% | +6.9% | -49.8% | -35.3% |
| YTD | +20.0% | -20.5% | +40.5% | +18.1% |
| 1Y | +3.5% | -18.1% | +21.6% | +5.0% |
| 3Y | +366.1% | -70.7% | +436.8% | +250.0% |
| 5Y | +632.2% | -77.2% | +709.4% | +485.4% |
| All | +1,855.0% | -97.5% | +1,952.5% | +962.4% |
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 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