+1,572.2%
QQQ vs VT
+346.0%
+1,226.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -5.0% | -2.3% | -2.7% | -2.7% |
| 30D | -13.4% | -5.0% | -8.5% | -8.9% |
| 3M | -8.1% | -4.9% | -3.2% | -3.4% |
| 6M | -5.5% | -1.5% | -4.0% | -3.5% |
| YTD | +7.2% | +8.5% | -1.3% | -0.1% |
| 1Y | +7.8% | +11.4% | -3.6% | -2.0% |
| 3Y | +80.7% | +70.1% | +10.7% | +12.2% |
| 5Y | +69.6% | +53.7% | +15.9% | +17.4% |
| 10Y | +517.8% | +220.0% | +297.8% | +134.1% |
| All | +1,572.2% | +346.0% | +1,226.1% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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