+57.8%
VT vs QID
-76.4%
+134.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +0.4% |
| 7D | +0.4% | -0.8% | +1.1% | +0.6% |
| 30D | -2.6% | +20.1% | -22.7% | +4.1% |
| 3M | -3.2% | +11.8% | -15.1% | +1.4% |
| 6M | +0.9% | +5.5% | -4.6% | +5.1% |
| YTD | +11.3% | -21.5% | +32.8% | +6.4% |
| 1Y | +14.0% | -22.6% | +36.6% | +8.8% |
| 3Y | +75.8% | -72.3% | +148.1% | +29.4% |
| 5Y | +57.8% | -76.9% | +134.7% | +21.6% |
| All | +57.8% | -76.4% | +134.3% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling