+168.3%
VXUS vs QID
-99.9%
+268.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | -0.6% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -1.2% | +14.4% | -15.6% | +4.1% |
| 3M | -3.8% | +6.7% | -10.5% | -0.7% |
| 6M | -1.7% | +2.6% | -4.2% | +1.7% |
| YTD | +11.4% | -24.2% | +35.6% | +5.5% |
| 1Y | +13.3% | -22.3% | +35.6% | +8.5% |
| 3Y | +70.0% | -72.0% | +142.0% | +23.6% |
| 5Y | +48.1% | -78.2% | +126.2% | +11.7% |
| 10Y | +147.1% | -99.1% | +246.1% | -32.9% |
| All | +168.3% | -99.9% | +268.2% | -68.6% |
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