+547.0%
QQQ vs VST
+1,175.7%
-628.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.6% |
| 7D | +0.4% | +8.9% | -8.6% | -1.5% |
| 30D | +0.2% | +6.2% | -6.0% | -1.1% |
| 3M | -2.8% | -2.7% | -0.1% | -2.6% |
| 6M | +18.0% | -8.4% | +26.3% | +19.0% |
| YTD | +17.3% | -7.2% | +24.5% | +17.2% |
| 1Y | +25.6% | -20.9% | +46.5% | +28.9% |
| 3Y | +93.7% | +384.0% | -290.3% | +20.9% |
| 5Y | +94.2% | +757.1% | -662.9% | +4.3% |
| All | +547.0% | +1,175.7% | -628.7% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling