+152.5%
QQQM vs VST
+848.3%
-695.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | +5.3% | -4.3% | +0.1% |
| 30D | -0.6% | +5.8% | -6.4% | -1.7% |
| 3M | +1.3% | +3.5% | -2.2% | +0.3% |
| 6M | +18.2% | -7.4% | +25.6% | +18.8% |
| YTD | +16.9% | -6.1% | +23.0% | +16.6% |
| 1Y | +24.0% | -21.6% | +45.7% | +27.1% |
| 3Y | +96.0% | +357.2% | -261.1% | +37.4% |
| 5Y | +95.2% | +777.0% | -681.8% | +24.7% |
| All | +152.5% | +848.3% | -695.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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