+143.6%
QQQM vs VST
+738.9%
-595.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | -0.2% | +10.9% | -11.2% | -2.1% |
| 30D | -7.5% | -15.6% | +8.1% | -5.0% |
| 3M | -3.8% | -7.8% | +3.9% | -3.1% |
| 6M | -3.0% | -12.0% | +9.0% | -1.9% |
| YTD | +12.8% | -16.9% | +29.7% | +14.2% |
| 1Y | +11.6% | -25.1% | +36.7% | +15.0% |
| 3Y | +85.9% | +297.1% | -211.1% | +32.9% |
| 5Y | +82.7% | +641.9% | -559.2% | +18.9% |
| All | +143.6% | +738.9% | -595.3% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling