+250.7%
TQQQ vs VCLT
+11.4%
+239.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | -1.9% | -1.4% | -0.6% | +0.5% |
| 30D | -4.9% | -1.2% | -3.7% | -2.8% |
| 3M | -6.4% | -4.8% | -1.6% | +2.1% |
| 6M | +44.4% | -2.6% | +47.0% | +53.5% |
| YTD | +35.2% | -3.3% | +38.5% | +45.4% |
| 1Y | +49.5% | -4.8% | +54.3% | +64.6% |
| 3Y | +250.7% | +11.5% | +239.2% | +198.5% |
| All | +250.7% | +11.4% | +239.4% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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