+183.8%
VXUS vs QID
-99.9%
+283.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.4% |
| 7D | +1.0% | -0.6% | +1.6% | +0.8% |
| 30D | +2.2% | 0.0% | +2.2% | +2.3% |
| 3M | +3.0% | +3.7% | -0.8% | +5.7% |
| 6M | +10.7% | -29.9% | +40.5% | +0.8% |
| YTD | +17.8% | -28.8% | +46.6% | +8.3% |
| 1Y | +27.6% | -37.2% | +64.8% | +13.2% |
| 3Y | +73.3% | -73.7% | +147.0% | +22.9% |
| 5Y | +54.3% | -80.7% | +135.1% | +10.7% |
| 10Y | +149.8% | -99.1% | +249.0% | -33.8% |
| All | +183.8% | -99.9% | +283.7% | -67.8% |
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