+152.0%
QQQM vs VMC
+82.6%
+69.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -0.6% | -3.8% | +3.2% | +0.8% |
| 30D | -1.2% | -9.7% | +8.5% | +2.5% |
| 3M | -0.1% | -9.6% | +9.5% | +3.1% |
| 6M | +18.0% | -4.8% | +22.8% | +18.8% |
| YTD | +16.7% | -10.9% | +27.6% | +19.7% |
| 1Y | +23.0% | -15.6% | +38.6% | +28.8% |
| 3Y | +93.3% | +19.3% | +74.0% | +72.5% |
| 5Y | +96.3% | +48.0% | +48.3% | +59.2% |
| All | +152.0% | +82.6% | +69.4% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling