+152.5%
QQQM vs VRTX
+88.9%
+63.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | -6.4% | +7.4% | +2.4% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | +1.3% | +16.9% | -15.6% | -2.3% |
| 6M | +18.2% | +13.1% | +5.1% | +14.5% |
| YTD | +16.9% | +14.9% | +2.0% | +12.7% |
| 1Y | +24.0% | +31.4% | -7.4% | +15.7% |
| 3Y | +96.0% | +51.9% | +44.1% | +71.7% |
| 5Y | +95.2% | +177.1% | -81.9% | +50.3% |
| All | +152.5% | +88.9% | +63.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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