+93.3%
QQQ vs VUG
+85.5%
+7.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -0.6% | -1.7% | +1.0% | +1.1% |
| 3M | +1.3% | +2.8% | -1.5% | -1.4% |
| 6M | +18.1% | +13.6% | +4.5% | +4.2% |
| YTD | +16.9% | +8.1% | +8.8% | +8.4% |
| 1Y | +24.0% | +13.1% | +10.9% | +9.9% |
| All | +93.3% | +85.5% | +7.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling