+96.4%
QQQM vs VFC
-78.2%
+174.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.1% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | -1.2% | -9.0% | +7.8% | +0.3% |
| 3M | -0.1% | -24.2% | +24.1% | +4.1% |
| 6M | +18.0% | -18.5% | +36.5% | +21.0% |
| YTD | +16.7% | -25.9% | +42.6% | +21.3% |
| 1Y | +23.0% | -13.0% | +36.0% | +23.5% |
| 3Y | +93.3% | -20.3% | +113.7% | +82.5% |
| All | +96.4% | -78.2% | +174.6% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling