+235.8%
VSH vs QID
-100.0%
+335.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.2% |
| 7D | +4.1% | -0.6% | +4.7% | +3.7% |
| 30D | -4.2% | 0.0% | -4.2% | -3.7% |
| 3M | -50.0% | +3.7% | -53.7% | -45.7% |
| 6M | +80.2% | -29.9% | +110.0% | +59.0% |
| YTD | +121.1% | -28.8% | +149.9% | +98.6% |
| 1Y | +112.0% | -37.2% | +149.2% | +80.7% |
| 3Y | +22.5% | -73.7% | +96.2% | -25.9% |
| 5Y | +64.0% | -80.7% | +144.8% | +1.8% |
| 10Y | +170.4% | -99.1% | +269.5% | -65.0% |
| All | +235.8% | -100.0% | +335.7% | -92.6% |
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 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