+363.9%
VZ vs QID
-100.0%
+463.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | +0.9% | -11.8% | +12.7% | -1.3% |
| 30D | +6.9% | +14.2% | -7.3% | +9.9% |
| 3M | +0.6% | +8.8% | -8.2% | +2.4% |
| 6M | +0.3% | +1.5% | -1.2% | +1.0% |
| YTD | +21.9% | -23.8% | +45.7% | +16.2% |
| 1Y | +21.7% | -22.0% | +43.7% | +16.6% |
| 3Y | +58.5% | -71.9% | +130.4% | +25.4% |
| 5Y | +22.4% | -77.6% | +100.0% | -1.5% |
| 10Y | +71.4% | -99.1% | +170.5% | -34.7% |
| All | +363.9% | -100.0% | +463.9% | -28.4% |
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 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