+491.0%
QQQ vs VST
+968.1%
-477.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.6% | -9.2% | -0.8% |
| 7D | -5.0% | -9.8% | +4.8% | -3.3% |
| 30D | -13.4% | -25.1% | +11.7% | -8.5% |
| 3M | -8.1% | -11.6% | +3.5% | -6.5% |
| 6M | -5.5% | -20.9% | +15.4% | -2.1% |
| YTD | +7.2% | -22.3% | +29.5% | +10.3% |
| 1Y | +7.8% | -32.0% | +39.8% | +13.8% |
| 3Y | +80.7% | +262.4% | -181.7% | +19.5% |
| 5Y | +69.6% | +563.4% | -493.8% | -4.3% |
| 10Y | +517.8% | +1,120.7% | -602.9% | +213.8% |
| All | +491.0% | +968.1% | -477.1% | +201.7% |
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