+1,178.8%
VUG vs QID
-100.0%
+1,278.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | -0.1% | -0.6% | +0.5% | -0.4% |
| 30D | -0.3% | 0.0% | -0.3% | -0.1% |
| 3M | -0.7% | +3.7% | -4.4% | +2.9% |
| 6M | +14.6% | -29.9% | +44.5% | +0.5% |
| YTD | +9.0% | -28.8% | +37.8% | -3.2% |
| 1Y | +14.9% | -37.2% | +52.0% | -2.6% |
| 3Y | +86.0% | -73.7% | +159.8% | +19.5% |
| 5Y | +76.7% | -80.7% | +157.4% | +19.2% |
| 10Y | +411.3% | -99.1% | +510.4% | +19.4% |
| All | +1,178.8% | -100.0% | +1,278.8% | -3.8% |
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