+1,112.0%
VST vs QID
-99.0%
+1,211.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.1% | +9.6% |
| 7D | -9.8% | +9.4% | -19.2% | -6.3% |
| 30D | -25.1% | +31.2% | -56.4% | -16.2% |
| 3M | -11.6% | +17.4% | -29.0% | -4.6% |
| 6M | -20.9% | +8.4% | -29.3% | -15.7% |
| YTD | -22.3% | -15.8% | -6.5% | -23.4% |
| 1Y | -32.0% | -16.3% | -15.7% | -32.8% |
| 3Y | +262.4% | -70.4% | +332.8% | +194.0% |
| 5Y | +563.4% | -74.8% | +638.1% | +463.3% |
| All | +1,112.0% | -99.0% | +1,211.0% | +457.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling