+182.0%
VSH vs QID
-100.0%
+281.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -2.6% |
| 7D | +14.3% | -7.1% | +21.5% | +10.2% |
| 30D | -7.9% | +12.6% | -20.5% | +3.2% |
| 3M | -19.9% | +14.2% | -34.1% | -8.2% |
| 6M | -30.5% | +6.2% | -36.7% | -19.0% |
| YTD | +85.7% | -21.8% | +107.5% | +85.6% |
| 1Y | +98.9% | -23.1% | +122.1% | +98.3% |
| 3Y | +32.1% | -71.3% | +103.4% | -12.3% |
| 5Y | +39.7% | -77.0% | +116.7% | +1.2% |
| 10Y | +117.6% | -99.0% | +216.6% | -68.9% |
| All | +182.0% | -100.0% | +281.9% | -93.1% |
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