+96.0%
QQQ vs VSH
+66.1%
+29.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.0% | +3.5% | -2.5% | -0.1% |
| 30D | -0.6% | -4.4% | +3.7% | +0.4% |
| 3M | +1.3% | -45.8% | +47.1% | +19.0% |
| 6M | +18.1% | +90.1% | -72.0% | -10.6% |
| YTD | +16.9% | +120.3% | -103.4% | -16.9% |
| 1Y | +24.0% | +112.2% | -88.2% | -11.5% |
| 3Y | +95.6% | +36.6% | +59.0% | +59.0% |
| All | +96.0% | +66.1% | +29.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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