+152.5%
QQQM vs VFC
-79.9%
+232.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +1.0% | -2.3% | +3.4% | +1.4% |
| 30D | -0.6% | -13.4% | +12.7% | +1.7% |
| 3M | +1.3% | -23.7% | +25.0% | +5.4% |
| 6M | +18.2% | -24.5% | +42.6% | +22.8% |
| YTD | +16.9% | -27.8% | +44.8% | +22.1% |
| 1Y | +24.0% | -13.5% | +37.5% | +24.6% |
| 3Y | +96.0% | -27.1% | +123.1% | +89.3% |
| 5Y | +95.2% | -79.0% | +174.2% | +158.6% |
| All | +152.5% | -79.9% | +232.4% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling