+67.0%
VSH vs QID
-80.7%
+147.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +1.0% |
| 7D | +3.5% | -1.9% | +5.5% | +2.3% |
| 30D | -4.4% | +1.7% | -6.1% | -3.0% |
| 3M | -45.8% | -3.9% | -41.9% | -44.3% |
| 6M | +90.1% | -30.0% | +120.1% | +70.3% |
| YTD | +120.3% | -28.2% | +148.5% | +101.7% |
| 1Y | +112.2% | -35.6% | +147.9% | +87.6% |
| 3Y | +36.6% | -74.3% | +110.9% | -8.9% |
| 5Y | +67.0% | -80.8% | +147.8% | +14.7% |
| All | +67.0% | -80.7% | +147.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling