+219.2%
VT vs QID
-99.0%
+318.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | 0.0% |
| 7D | -0.1% | +1.8% | -1.9% | +0.9% |
| 30D | -3.1% | +21.6% | -24.7% | +4.5% |
| 3M | -3.5% | +12.6% | -16.1% | +1.6% |
| 6M | +0.5% | +6.9% | -6.4% | +5.3% |
| YTD | +10.8% | -20.5% | +31.3% | +6.1% |
| 1Y | +11.9% | -18.1% | +30.0% | +8.6% |
| 3Y | +73.0% | -70.7% | +143.7% | +27.2% |
| 5Y | +58.6% | -77.2% | +135.9% | +21.6% |
| 10Y | +219.2% | -99.0% | +318.2% | +5.4% |
| All | +219.2% | -99.0% | +318.2% | +5.4% |
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