+93.3%
QQQM vs VLO
+196.5%
-103.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.6% | +5.3% | -5.9% | -1.2% |
| 30D | -1.2% | +18.2% | -19.4% | -3.2% |
| 3M | -0.1% | +53.3% | -53.4% | -5.3% |
| 6M | +18.0% | +70.4% | -52.5% | +9.5% |
| YTD | +16.7% | +143.4% | -126.7% | +1.0% |
| 1Y | +23.0% | +153.0% | -130.0% | +5.4% |
| 3Y | +93.3% | +195.0% | -101.6% | +52.4% |
| All | +93.3% | +196.5% | -103.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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