+262.4%
VST vs QID
-70.5%
+332.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.1% | +8.8% |
| 7D | -9.8% | +9.4% | -19.2% | -3.3% |
| 30D | -25.1% | +31.2% | -56.4% | -7.8% |
| 3M | -11.6% | +17.4% | -29.0% | +1.4% |
| 6M | -20.9% | +8.4% | -29.3% | -12.4% |
| YTD | -22.3% | -15.8% | -6.5% | -27.1% |
| 1Y | -32.0% | -16.3% | -15.7% | -36.0% |
| 3Y | +262.4% | -70.4% | +332.8% | +155.9% |
| All | +262.4% | -70.5% | +332.9% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling