+348.0%
VT vs QID
-100.0%
+448.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.7% | -16.8% | +1.0% |
| 7D | -4.2% | +20.2% | -24.4% | +3.7% |
| 30D | -5.8% | +35.3% | -41.1% | +7.2% |
| 3M | -5.2% | +21.3% | -26.6% | +3.5% |
| 6M | +0.1% | +6.7% | -6.6% | +5.5% |
| YTD | +8.2% | -13.6% | +21.8% | +6.1% |
| 1Y | +10.1% | -11.0% | +21.1% | +9.7% |
| 3Y | +69.7% | -69.8% | +139.5% | +18.5% |
| 5Y | +53.4% | -74.1% | +127.5% | +16.8% |
| 10Y | +219.2% | -99.0% | +318.2% | -25.7% |
| All | +348.0% | -100.0% | +448.0% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling