+552.9%
QQQ vs V
+384.5%
+168.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -3.0% | +1.8% | +0.5% |
| 30D | -1.4% | +1.2% | -2.6% | -2.2% |
| 3M | +2.3% | +13.9% | -11.6% | -6.1% |
| 6M | +16.9% | +17.2% | -0.4% | +4.7% |
| YTD | +15.6% | +5.3% | +10.3% | +10.3% |
| 1Y | +22.6% | +9.5% | +13.2% | +13.6% |
| 3Y | +93.5% | +51.9% | +41.6% | +43.2% |
| 5Y | +93.9% | +69.6% | +24.3% | +31.4% |
| All | +552.9% | +384.5% | +168.4% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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