+81.2%
QQQS vs VT
+123.4%
-42.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -0.6% |
| 7D | -2.3% | -0.1% | -2.1% | -2.1% |
| 30D | -1.0% | -0.7% | -0.3% | 0.0% |
| 3M | +6.3% | +4.0% | +2.3% | +0.1% |
| 6M | +23.8% | +12.3% | +11.6% | +4.3% |
| YTD | +27.9% | +14.0% | +13.8% | +5.3% |
| 1Y | +42.0% | +20.3% | +21.7% | +8.3% |
| 3Y | +82.5% | +75.4% | +7.0% | -17.3% |
| All | +81.2% | +123.4% | -42.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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