+2,200.8%
QQQ vs VUG
+1,251.8%
+949.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +0.2% | -0.3% | +0.5% | +0.6% |
| 3M | -2.8% | -0.7% | -2.1% | -2.0% |
| 6M | +18.0% | +14.6% | +3.4% | +2.6% |
| YTD | +17.3% | +9.0% | +8.3% | +7.4% |
| 1Y | +25.6% | +14.9% | +10.7% | +8.9% |
| 3Y | +93.7% | +86.0% | +7.7% | +1.8% |
| 5Y | +94.2% | +76.7% | +17.5% | +7.5% |
| 10Y | +557.9% | +411.3% | +146.6% | +21.0% |
| All | +2,200.8% | +1,251.8% | +949.0% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling