-34.9%
VST vs QID
-21.1%
-13.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.8% | -12.0% | -14.7% |
| 7D | -15.7% | +9.8% | -25.5% | -11.5% |
| 30D | -17.0% | +18.9% | -35.9% | -8.6% |
| 3M | -15.9% | +9.6% | -25.5% | -10.5% |
| 6M | -25.0% | -7.8% | -17.2% | -26.1% |
| YTD | -25.1% | -23.3% | -1.8% | -31.5% |
| 1Y | -34.9% | -22.0% | -12.8% | -39.7% |
| All | -34.9% | -21.1% | -13.8% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling