+523.8%
QQQ vs VST
+1,174.0%
-650.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | -1.5% | -6.0% | +4.5% | -0.6% |
| 30D | -10.2% | -18.8% | +8.6% | -6.7% |
| 3M | -6.3% | -8.0% | +1.7% | -5.5% |
| 6M | -4.9% | -10.9% | +6.0% | -3.9% |
| YTD | +10.2% | -18.3% | +28.5% | +12.2% |
| 1Y | +8.8% | -29.9% | +38.7% | +14.2% |
| 3Y | +81.4% | +290.3% | -208.9% | +17.5% |
| 5Y | +78.5% | +635.3% | -556.8% | -2.1% |
| 10Y | +523.8% | +1,162.4% | -638.6% | +212.3% |
| All | +523.8% | +1,174.0% | -650.2% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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