+503.4%
QQQ vs VCIT
+28.8%
+474.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -13.4% | +1.9% | -15.3% | -15.0% |
| 3M | -8.1% | -1.4% | -6.7% | -6.8% |
| 6M | -5.5% | -2.1% | -3.4% | -3.5% |
| YTD | +7.2% | -1.6% | +8.8% | +9.0% |
| 1Y | +7.8% | -0.9% | +8.7% | +8.9% |
| 3Y | +80.7% | +20.0% | +60.8% | +52.7% |
| 5Y | +69.6% | +3.1% | +66.5% | +59.9% |
| All | +503.4% | +28.8% | +474.6% | +464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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