+153.2%
QQQM vs VLO
+1,012.4%
-859.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.4% |
| 7D | +1.5% | +5.8% | -4.3% | +1.0% |
| 30D | -0.7% | +28.3% | -29.0% | -3.0% |
| 3M | +0.4% | +48.7% | -48.3% | -3.4% |
| 6M | +20.1% | +71.9% | -51.8% | +13.4% |
| YTD | +17.2% | +138.7% | -121.4% | +6.6% |
| 1Y | +24.7% | +148.5% | -123.7% | +12.8% |
| 3Y | +96.6% | +192.7% | -96.1% | +72.4% |
| 5Y | +95.0% | +601.6% | -506.6% | +65.8% |
| All | +153.2% | +1,012.4% | -859.1% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling