+96.3%
VTR vs QID
-99.2%
+195.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | 0.0% |
| 30D | +1.1% | +2.9% | -1.8% | +1.8% |
| 3M | +7.9% | -0.7% | +8.6% | +7.9% |
| 6M | +6.2% | -29.7% | +35.8% | -2.2% |
| YTD | +17.7% | -27.9% | +45.6% | +9.3% |
| 1Y | +32.9% | -34.6% | +67.5% | +20.5% |
| 3Y | +129.7% | -73.5% | +203.2% | +69.3% |
| 5Y | +89.3% | -81.0% | +170.3% | +39.1% |
| All | +96.3% | -99.2% | +195.5% | -26.0% |
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