+59.2%
TQQQ vs VFC
-6.8%
+66.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | -0.6% | -11.6% | +11.0% | +4.1% |
| 3M | -14.9% | -18.1% | +3.2% | -8.9% |
| 6M | +44.6% | -27.4% | +71.9% | +59.6% |
| YTD | +37.8% | -24.8% | +62.6% | +51.2% |
| 1Y | +59.2% | -8.2% | +67.4% | +60.1% |
| All | +59.2% | -6.8% | +66.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling