+2,876.9%
TQQQ vs VFC
-69.1%
+2,946.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | -0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.1% |
| 30D | -4.9% | -9.0% | +4.1% | +0.6% |
| 3M | -6.4% | -24.2% | +17.8% | +8.9% |
| 6M | +44.4% | -18.5% | +62.9% | +59.8% |
| YTD | +35.2% | -25.9% | +61.0% | +57.1% |
| 1Y | +49.5% | -13.0% | +62.5% | +52.1% |
| 3Y | +250.7% | -20.3% | +271.0% | +174.9% |
| 5Y | +104.7% | -78.1% | +182.8% | +447.8% |
| All | +2,876.9% | -69.1% | +2,946.0% | +6,994.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling