+87.0%
QQQH vs VT
+123.3%
-36.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | -0.7% | -2.0% | +1.3% | +0.2% |
| 30D | -0.4% | -1.4% | +1.0% | +0.3% |
| 3M | +2.4% | +4.7% | -2.3% | +0.3% |
| 6M | +6.4% | +11.4% | -4.9% | +1.3% |
| YTD | +6.1% | +13.1% | -6.9% | +0.3% |
| 1Y | +10.5% | +19.0% | -8.6% | +2.0% |
| 3Y | +67.2% | +73.9% | -6.7% | +32.1% |
| 5Y | +44.5% | +65.4% | -20.9% | +15.2% |
| All | +87.0% | +123.3% | -36.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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