+558.6%
QQQ vs VWO
+117.1%
+441.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.3% |
| 7D | -0.6% | -1.8% | +1.2% | +0.9% |
| 30D | -1.2% | -0.1% | -1.1% | -1.1% |
| 3M | -0.2% | +2.2% | -2.4% | -1.9% |
| 6M | +17.9% | +8.8% | +9.2% | +9.9% |
| YTD | +16.6% | +12.4% | +4.3% | +5.6% |
| 1Y | +23.0% | +15.6% | +7.4% | +8.8% |
| 3Y | +92.9% | +62.5% | +30.4% | +27.4% |
| 5Y | +95.6% | +34.3% | +61.3% | +51.1% |
| All | +558.6% | +117.1% | +441.5% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling