+6.2%
VTRS vs QID
-100.0%
+106.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | +0.1% |
| 7D | -3.3% | +2.7% | -6.1% | -2.3% |
| 30D | +1.4% | +3.3% | -2.0% | +2.7% |
| 3M | +4.6% | -5.5% | +10.2% | +3.0% |
| 6M | +18.1% | -28.4% | +46.5% | +6.0% |
| YTD | +34.7% | -26.6% | +61.2% | +22.6% |
| 1Y | +65.6% | -34.1% | +99.8% | +45.8% |
| 3Y | +83.8% | -73.7% | +157.5% | +23.2% |
| 5Y | +46.5% | -80.7% | +127.1% | -1.7% |
| 10Y | -48.6% | -99.1% | +50.6% | -88.4% |
| All | +6.2% | -100.0% | +106.2% | -92.3% |
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