+77.5%
QQQ vs VMC
+42.8%
+34.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.6% | -1.3% | +4.9% | +4.2% |
| 30D | -6.7% | +15.5% | -22.2% | -12.8% |
| 3M | -7.0% | +0.6% | -7.6% | -7.6% |
| 6M | -4.7% | +2.1% | -6.7% | -6.8% |
| YTD | +11.1% | -1.6% | +12.6% | +8.9% |
| 1Y | +12.3% | -1.2% | +13.5% | +9.8% |
| 3Y | +83.3% | +35.3% | +48.0% | +45.1% |
| All | +77.5% | +42.8% | +34.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling