+2,167.9%
QQQ vs VTV
+706.8%
+1,461.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | -1.3% | -2.1% | +0.8% | +0.7% |
| 30D | -1.4% | -1.3% | 0.0% | -0.1% |
| 3M | +2.3% | +5.6% | -3.4% | -2.7% |
| 6M | +16.9% | +12.4% | +4.5% | +5.1% |
| YTD | +15.6% | +17.6% | -2.0% | -0.4% |
| 1Y | +22.6% | +23.5% | -0.9% | +1.0% |
| 3Y | +93.5% | +67.0% | +26.5% | +21.3% |
| 5Y | +93.9% | +80.5% | +13.4% | +14.8% |
| 10Y | +564.6% | +230.6% | +334.0% | +127.2% |
| All | +2,167.9% | +706.8% | +1,461.1% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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