+402.8%
VUG vs QID
-99.0%
+501.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | +0.3% |
| 7D | +2.5% | -7.1% | +9.7% | -0.8% |
| 30D | -6.3% | +12.6% | -18.9% | +0.4% |
| 3M | -6.0% | +14.2% | -20.3% | +1.8% |
| 6M | -3.5% | +6.2% | -9.7% | +2.9% |
| YTD | +3.9% | -21.8% | +25.7% | -2.4% |
| 1Y | +5.1% | -23.1% | +28.2% | -1.7% |
| 3Y | +77.9% | -71.3% | +149.2% | +18.1% |
| 5Y | +62.4% | -77.0% | +139.4% | +18.2% |
| All | +402.8% | -99.0% | +501.9% | +27.0% |
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