+1,569.6%
QQQ vs VMC
+712.2%
+857.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +1.5% | -0.5% | +2.1% | +1.7% |
| 30D | -0.6% | -9.1% | +8.5% | +2.5% |
| 3M | +0.4% | -4.1% | +4.6% | +1.4% |
| 6M | +20.1% | -5.5% | +25.6% | +21.5% |
| YTD | +17.2% | -8.9% | +26.1% | +19.5% |
| 1Y | +24.7% | -12.9% | +37.6% | +28.9% |
| 3Y | +96.2% | +22.1% | +74.0% | +78.8% |
| 5Y | +94.4% | +52.7% | +41.7% | +63.4% |
| 10Y | +556.7% | +152.7% | +403.9% | +330.9% |
| All | +1,569.6% | +712.2% | +857.3% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling