+195.0%
TQQQ vs VRT
+388.8%
-193.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -1.4% |
| 7D | +10.4% | +10.5% | -0.1% | +4.0% |
| 30D | -22.2% | -9.3% | -12.9% | -18.1% |
| 3M | -25.1% | -29.6% | +4.5% | -8.9% |
| 6M | -25.0% | -45.4% | +20.4% | +5.3% |
| YTD | +10.1% | +24.8% | -14.8% | -12.4% |
| 1Y | +11.0% | +23.6% | -12.6% | -11.3% |
| 3Y | +195.0% | +379.7% | -184.7% | -18.7% |
| All | +195.0% | +388.8% | -193.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 3y: compounded portfolio wealth divided by compounded VRT 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…
3y analysis · Full analysis span regression · 6 months rolling