+105.2%
TQQQ vs VCLT
-17.2%
+122.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | -1.9% | -1.4% | -0.6% | +0.6% |
| 30D | -4.9% | -1.2% | -3.7% | -2.8% |
| 3M | -6.4% | -4.8% | -1.6% | +2.5% |
| 6M | +44.4% | -2.6% | +47.0% | +53.8% |
| YTD | +35.2% | -3.3% | +38.5% | +45.9% |
| 1Y | +49.5% | -4.8% | +54.3% | +65.7% |
| 3Y | +250.7% | +11.5% | +239.2% | +193.2% |
| All | +105.2% | -17.2% | +122.4% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling