+80.7%
QQQ vs VCIT
+19.7%
+61.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.2% |
| 3M | -8.1% | -1.4% | -6.7% | -6.6% |
| 6M | -5.5% | -2.1% | -3.4% | -3.2% |
| YTD | +7.2% | -1.6% | +8.8% | +9.2% |
| 1Y | +7.8% | -0.9% | +8.7% | +9.2% |
| 3Y | +80.7% | +20.0% | +60.8% | +54.1% |
| All | +80.7% | +19.7% | +61.0% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling