+223.0%
VT vs QID
-99.1%
+322.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.1% |
| 7D | +0.4% | -0.6% | +1.1% | +0.3% |
| 30D | +1.0% | 0.0% | +1.0% | +1.1% |
| 3M | +2.4% | +3.7% | -1.3% | +5.1% |
| 6M | +12.0% | -29.9% | +41.9% | +1.4% |
| YTD | +15.3% | -28.8% | +44.1% | +5.3% |
| 1Y | +22.6% | -37.2% | +59.8% | +8.0% |
| 3Y | +74.7% | -73.7% | +148.4% | +23.1% |
| 5Y | +66.1% | -80.7% | +146.9% | +19.4% |
| All | +223.0% | -99.1% | +322.1% | -1.7% |
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 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