+211.3%
TQQQ vs VST
+296.4%
-85.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +7.3% | +2.9% | +6.3% |
| 7D | -3.2% | -0.5% | -2.6% | -3.5% |
| 30D | -29.2% | -17.1% | -12.1% | -22.1% |
| 3M | -22.5% | -4.6% | -17.9% | -21.4% |
| 6M | -24.2% | -9.1% | -15.1% | -21.3% |
| YTD | +9.9% | -16.6% | +26.5% | +16.5% |
| 1Y | +9.7% | -29.5% | +39.2% | +26.9% |
| 3Y | +211.3% | +297.5% | -86.3% | +48.2% |
| All | +211.3% | +296.4% | -85.1% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling