+12.3%
QQQ vs VRT
+12.3%
0.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.9% | +13.9% | +3.1% |
| 7D | -4.6% | -15.4% | +10.8% | -2.1% |
| 30D | -8.5% | -19.0% | +10.5% | -5.6% |
| 3M | -4.3% | -23.8% | +19.5% | -0.6% |
| 6M | +3.1% | -37.9% | +40.9% | +9.8% |
| YTD | +13.0% | +27.0% | -13.9% | +5.8% |
| 1Y | +12.3% | +13.8% | -1.5% | +7.2% |
| All | +12.3% | +12.3% | 0.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling