+538.0%
QQQ vs VCIT
+30.9%
+507.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -0.2% | -0.5% | +0.3% | +0.2% |
| 30D | -7.5% | +1.5% | -8.9% | -8.8% |
| 3M | -3.8% | -1.0% | -2.9% | -3.0% |
| 6M | -3.0% | -1.7% | -1.3% | -1.4% |
| YTD | +12.8% | -1.4% | +14.1% | +14.4% |
| 1Y | +11.6% | -0.9% | +12.5% | +12.8% |
| 3Y | +85.6% | +19.8% | +65.8% | +56.9% |
| 5Y | +82.1% | +4.6% | +77.5% | +69.8% |
| 10Y | +538.0% | +31.5% | +506.4% | +490.8% |
| All | +538.0% | +30.9% | +507.0% | +490.8% |
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