+97.0%
QQQM vs VST
+366.0%
-268.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.4% |
| 7D | +0.4% | +8.9% | -8.5% | -1.2% |
| 30D | +0.2% | +6.2% | -6.0% | -0.9% |
| 3M | -2.8% | -2.7% | -0.1% | -2.6% |
| 6M | +18.1% | -8.4% | +26.4% | +18.9% |
| YTD | +17.4% | -7.2% | +24.6% | +17.3% |
| 1Y | +25.7% | -20.9% | +46.6% | +28.5% |
| All | +97.0% | +366.0% | -268.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling