+35.6%
VSH vs QID
-74.5%
+110.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.8% |
| 7D | +6.2% | -2.7% | +9.0% | +3.9% |
| 30D | -11.1% | +1.8% | -12.9% | -9.4% |
| 3M | -44.9% | -2.2% | -42.8% | -42.4% |
| 6M | +90.0% | -32.1% | +122.1% | +60.1% |
| YTD | +118.8% | -28.6% | +147.4% | +92.8% |
| 1Y | +109.0% | -36.3% | +145.3% | +74.9% |
| 3Y | +35.6% | -74.4% | +110.0% | -19.9% |
| All | +35.6% | -74.5% | +110.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling