+1,564.8%
QQQ vs VTR
+4,021.7%
-2,456.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +1.0% | -2.9% | +3.9% | +1.6% |
| 30D | -0.6% | -2.8% | +2.2% | -0.1% |
| 3M | +1.3% | +9.0% | -7.7% | -1.0% |
| 6M | +18.1% | +5.0% | +13.2% | +16.2% |
| YTD | +16.9% | +16.9% | -0.1% | +12.1% |
| 1Y | +24.0% | +34.3% | -10.3% | +15.1% |
| 3Y | +95.6% | +131.6% | -36.0% | +59.0% |
| 5Y | +94.5% | +88.0% | +6.5% | +64.1% |
| 10Y | +571.7% | +97.8% | +473.9% | +414.8% |
| All | +1,564.8% | +4,021.7% | -2,456.9% | +606.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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