+720.1%
QQQX vs VT
+356.5%
+363.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +1.6% | +2.4% | -0.8% | -0.5% |
| 30D | -4.6% | -1.5% | -3.1% | -3.2% |
| 3M | -3.9% | -4.1% | +0.2% | -0.1% |
| 6M | 0.0% | +0.6% | -0.5% | -0.3% |
| YTD | +10.1% | +11.0% | -1.0% | +0.3% |
| 1Y | +16.9% | +13.3% | +3.5% | +4.6% |
| 3Y | +69.2% | +73.4% | -4.1% | +4.2% |
| 5Y | +43.5% | +57.4% | -14.0% | -3.5% |
| 10Y | +232.1% | +221.7% | +10.4% | +21.8% |
| All | +720.1% | +356.5% | +363.5% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling