+459.8%
VTR vs QID
-100.0%
+559.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | -2.4% | -2.7% | +0.4% | -3.4% |
| 30D | -3.7% | +1.8% | -5.5% | -3.0% |
| 3M | +13.5% | -2.2% | +15.7% | +12.7% |
| 6M | +7.2% | -32.1% | +39.3% | -7.6% |
| YTD | +17.6% | -28.6% | +46.1% | +3.7% |
| 1Y | +35.4% | -36.3% | +71.7% | +14.2% |
| 3Y | +132.8% | -74.4% | +207.2% | +41.9% |
| 5Y | +88.7% | -80.8% | +169.4% | +15.3% |
| 10Y | +87.6% | -99.1% | +186.8% | -67.7% |
| All | +459.8% | -100.0% | +559.7% | -81.6% |
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 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