+192.7%
VSH vs QID
-99.2%
+291.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +5.1% |
| 7D | +4.8% | +1.3% | +3.5% | +5.6% |
| 30D | -0.7% | +2.9% | -3.6% | +1.4% |
| 3M | -43.1% | -0.7% | -42.3% | -40.7% |
| 6M | +91.8% | -29.7% | +121.5% | +72.3% |
| YTD | +131.6% | -27.9% | +159.5% | +112.8% |
| 1Y | +118.1% | -34.6% | +152.7% | +94.3% |
| 3Y | +40.9% | -73.5% | +114.4% | -7.3% |
| 5Y | +75.8% | -81.0% | +156.8% | +19.0% |
| All | +192.7% | -99.2% | +291.9% | -40.6% |
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 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