+150.1%
VXUS vs QID
-99.1%
+249.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | +0.3% | -1.9% | +2.2% | -0.3% |
| 30D | +0.7% | +1.7% | -1.0% | +1.3% |
| 3M | +4.8% | -3.9% | +8.7% | +4.6% |
| 6M | +11.3% | -30.0% | +41.3% | +2.5% |
| YTD | +16.5% | -28.2% | +44.7% | +8.4% |
| 1Y | +24.3% | -35.6% | +59.9% | +12.7% |
| 3Y | +74.5% | -74.3% | +148.8% | +28.6% |
| 5Y | +54.3% | -80.8% | +135.2% | +15.7% |
| 10Y | +150.1% | -99.2% | +249.3% | -16.4% |
| All | +150.1% | -99.1% | +249.2% | -16.4% |
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