+535.2%
VTV vs QID
-100.0%
+635.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.1% |
| 7D | -0.7% | -1.9% | +1.3% | -1.3% |
| 30D | -0.5% | +1.7% | -2.2% | +0.2% |
| 3M | +5.3% | -3.9% | +9.2% | +4.7% |
| 6M | +12.9% | -30.0% | +42.9% | +1.1% |
| YTD | +18.5% | -28.2% | +46.7% | +7.4% |
| 1Y | +25.3% | -35.6% | +60.9% | +9.8% |
| 3Y | +68.2% | -74.3% | +142.5% | +13.1% |
| 5Y | +80.6% | -80.8% | +161.5% | +22.4% |
| 10Y | +232.9% | -99.2% | +332.1% | -22.0% |
| All | +535.2% | -100.0% | +635.1% | -51.5% |
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