+93.3%
QQQM vs VCLT
+11.4%
+82.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.6% | -1.4% | +0.8% | +0.2% |
| 30D | -1.2% | -1.2% | 0.0% | -0.5% |
| 3M | -0.1% | -4.8% | +4.7% | +2.8% |
| 6M | +18.0% | -2.6% | +20.5% | +19.9% |
| YTD | +16.7% | -3.3% | +20.0% | +19.1% |
| 1Y | +23.0% | -4.8% | +27.9% | +26.5% |
| 3Y | +93.3% | +11.5% | +81.8% | +81.1% |
| All | +93.3% | +11.4% | +82.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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