+392.1%
VZ vs QID
-100.0%
+492.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | +0.1% | -0.6% | +0.7% | 0.0% |
| 30D | +7.9% | 0.0% | +7.9% | +7.9% |
| 3M | +13.6% | +3.7% | +9.9% | +14.8% |
| 6M | +1.1% | -29.9% | +30.9% | -5.3% |
| YTD | +29.3% | -28.8% | +58.1% | +21.5% |
| 1Y | +21.2% | -37.2% | +58.4% | +11.3% |
| 3Y | +75.9% | -73.7% | +149.6% | +37.6% |
| 5Y | +24.1% | -80.7% | +104.8% | -3.5% |
| 10Y | +62.4% | -99.1% | +161.5% | -38.8% |
| All | +392.1% | -100.0% | +492.1% | -25.1% |
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