+303.8%
QQQ vs VRT
+2,012.3%
-1,708.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +6.4% | +18.6% | -12.3% | +2.3% |
| 30D | -7.5% | -11.7% | +4.2% | -5.7% |
| 3M | -4.8% | -27.3% | +22.5% | +0.8% |
| 6M | -2.5% | -42.9% | +40.4% | +7.6% |
| YTD | +12.4% | +29.5% | -17.1% | +1.2% |
| 1Y | +11.3% | +21.0% | -9.7% | +1.4% |
| 3Y | +85.0% | +403.1% | -318.1% | +11.4% |
| 5Y | +79.6% | +688.8% | -609.2% | -12.0% |
| All | +303.8% | +2,012.3% | -1,708.5% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling