+1,923.3%
QQQ vs VIG
+617.8%
+1,305.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.8% |
| 7D | +1.5% | -0.4% | +1.9% | +2.0% |
| 30D | -0.6% | -2.1% | +1.4% | +1.7% |
| 3M | +0.4% | +3.3% | -2.9% | -3.1% |
| 6M | +20.1% | +9.3% | +10.8% | +9.0% |
| YTD | +17.2% | +10.1% | +7.1% | +5.5% |
| 1Y | +24.7% | +14.7% | +10.0% | +7.3% |
| 3Y | +96.2% | +56.9% | +39.2% | +20.7% |
| 5Y | +94.4% | +62.9% | +31.5% | +16.8% |
| 10Y | +556.7% | +241.3% | +315.4% | +79.6% |
| All | +1,923.3% | +617.8% | +1,305.5% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling