+152.0%
QQQM vs VICR
+129.0%
+23.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -0.8% |
| 7D | -0.6% | +5.0% | -5.5% | -1.4% |
| 30D | -1.2% | -12.5% | +11.3% | +0.4% |
| 3M | -0.1% | -33.6% | +33.5% | +4.6% |
| 6M | +18.0% | +10.7% | +7.3% | +11.8% |
| YTD | +16.7% | +80.6% | -63.9% | +1.4% |
| 1Y | +23.0% | +288.4% | -265.3% | -6.8% |
| 3Y | +93.3% | +213.8% | -120.5% | +43.1% |
| 5Y | +96.3% | +58.8% | +37.4% | +52.2% |
| All | +152.0% | +129.0% | +23.1% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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