+256.5%
TQQQ vs VST
+358.9%
-102.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | +4.4% | +9.9% | -5.5% | -0.8% |
| 30D | -3.1% | +7.9% | -11.0% | -7.1% |
| 3M | -5.2% | +3.4% | -8.6% | -7.2% |
| 6M | +52.4% | -4.1% | +56.5% | +53.6% |
| YTD | +37.4% | -5.7% | +43.1% | +37.8% |
| 1Y | +56.0% | -18.9% | +74.9% | +67.6% |
| All | +256.5% | +358.9% | -102.4% | +42.6% |
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