+2,725.7%
TQQQ vs VST
+1,196.4%
+1,529.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.3% |
| 7D | +4.4% | +9.9% | -5.5% | -1.7% |
| 30D | -3.1% | +7.9% | -11.0% | -7.7% |
| 3M | -5.2% | +3.4% | -8.6% | -7.6% |
| 6M | +52.4% | -4.1% | +56.5% | +53.4% |
| YTD | +37.4% | -5.7% | +43.1% | +37.3% |
| 1Y | +56.0% | -18.9% | +74.9% | +68.7% |
| 3Y | +268.7% | +359.1% | -90.4% | +3.0% |
| 5Y | +101.2% | +766.9% | -665.6% | -63.6% |
| All | +2,725.7% | +1,196.4% | +1,529.3% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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