+1,133.3%
VUG vs QID
-100.0%
+1,233.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | -0.4% |
| 7D | -1.1% | -1.1% | +0.1% | -0.9% |
| 30D | -7.0% | +14.4% | -21.4% | +0.2% |
| 3M | -3.7% | +6.7% | -10.4% | +0.9% |
| 6M | -1.6% | +2.6% | -4.2% | +3.2% |
| YTD | +5.1% | -24.2% | +29.3% | -2.4% |
| 1Y | +3.8% | -22.3% | +26.1% | -2.2% |
| 3Y | +79.9% | -72.0% | +151.9% | +19.7% |
| 5Y | +66.4% | -78.2% | +144.5% | +20.0% |
| 10Y | +405.3% | -99.1% | +504.3% | +22.6% |
| All | +1,133.3% | -100.0% | +1,233.3% | -3.0% |
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 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