+35,000.4%
TQQQ vs VFC
+16.8%
+34,983.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +1.1% |
| 7D | +4.4% | +0.8% | +3.5% | +3.7% |
| 30D | -3.1% | -11.9% | +8.8% | +5.9% |
| 3M | -5.2% | -20.2% | +15.0% | +8.9% |
| 6M | +52.4% | -23.0% | +75.4% | +77.8% |
| YTD | +37.4% | -26.2% | +63.6% | +63.4% |
| 1Y | +56.0% | -13.3% | +69.3% | +57.9% |
| 3Y | +268.7% | -25.5% | +294.2% | +179.5% |
| 5Y | +101.2% | -78.1% | +179.4% | +451.6% |
| 10Y | +2,840.4% | -68.8% | +2,909.2% | +4,757.5% |
| All | +35,000.4% | +16.8% | +34,983.5% | +9,680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling