+94.4%
QQQ vs VRT
+994.5%
-900.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.9% |
| 7D | +1.5% | +13.6% | -12.1% | -1.3% |
| 30D | -0.6% | +6.8% | -7.4% | -2.2% |
| 3M | +0.4% | -3.2% | +3.7% | 0.0% |
| 6M | +20.1% | +20.3% | -0.3% | +12.9% |
| YTD | +17.2% | +79.6% | -62.4% | -0.2% |
| 1Y | +24.7% | +139.0% | -114.3% | -1.4% |
| 3Y | +96.2% | +644.6% | -548.4% | +10.7% |
| 5Y | +94.4% | +1,024.4% | -930.0% | -10.7% |
| All | +94.4% | +994.5% | -900.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling