+152.0%
QQQM vs VIVK
-100.0%
+252.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +0.9% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | -1.2% | -40.8% | +39.6% | -1.1% |
| 3M | -0.1% | -94.1% | +94.0% | +0.6% |
| 6M | +18.0% | -98.2% | +116.1% | +19.0% |
| YTD | +16.7% | -98.0% | +114.7% | +17.3% |
| 1Y | +23.0% | -100.0% | +123.0% | +25.4% |
| 3Y | +93.3% | -100.0% | +193.3% | +96.1% |
| 5Y | +96.3% | -100.0% | +196.3% | +98.9% |
| All | +152.0% | -100.0% | +252.0% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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