+2,876.9%
TQQQ vs VIG
+250.0%
+2,626.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +0.1% |
| 7D | -1.9% | -1.1% | -0.9% | +1.8% |
| 30D | -4.9% | -2.7% | -2.1% | +4.5% |
| 3M | -6.4% | +2.5% | -8.9% | -13.6% |
| 6M | +44.4% | +9.2% | +35.2% | +10.2% |
| YTD | +35.2% | +9.8% | +25.3% | +2.0% |
| 1Y | +49.5% | +12.4% | +37.1% | +5.8% |
| 3Y | +250.7% | +55.9% | +194.8% | -0.4% |
| 5Y | +104.7% | +63.9% | +40.8% | -31.3% |
| All | +2,876.9% | +250.0% | +2,626.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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