+36.6%
QQQ vs VG
-38.0%
+74.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +1.5% | -2.5% | +4.0% | +1.6% |
| 30D | -0.6% | +11.1% | -11.7% | -1.1% |
| 3M | +0.4% | +14.9% | -14.4% | -0.5% |
| 6M | +20.1% | +18.4% | +1.7% | +17.2% |
| YTD | +17.2% | +116.6% | -99.4% | +6.7% |
| 1Y | +24.7% | +9.4% | +15.3% | +21.7% |
| All | +36.6% | -38.0% | +74.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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