+142.9%
QQQM vs VCIT
+3.6%
+139.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.5% |
| 7D | +6.2% | -1.4% | +7.6% | +8.0% |
| 30D | -7.4% | +0.8% | -8.2% | -8.4% |
| 3M | -4.8% | -1.7% | -3.1% | -2.8% |
| 6M | -2.4% | -2.1% | -0.4% | +0.1% |
| YTD | +12.4% | -2.0% | +14.5% | +15.4% |
| 1Y | +11.4% | -1.5% | +12.8% | +13.5% |
| 3Y | +85.4% | +19.0% | +66.4% | +49.8% |
| 5Y | +80.3% | +3.8% | +76.5% | +77.1% |
| All | +142.9% | +3.6% | +139.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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