+2,249.3%
TQQQ vs VST
+1,051.2%
+1,198.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | +18.6% | +19.2% | -0.5% | +6.4% |
| 30D | -24.0% | -17.2% | -6.9% | -15.1% |
| 3M | -19.6% | -8.1% | -11.4% | -16.4% |
| 6M | -19.8% | -8.1% | -11.6% | -17.0% |
| YTD | +14.3% | -16.3% | +30.5% | +21.4% |
| 1Y | +8.2% | -24.1% | +32.3% | +21.9% |
| 3Y | +203.4% | +300.2% | -96.8% | -8.4% |
| 5Y | +52.2% | +645.9% | -593.7% | -69.8% |
| 10Y | +2,456.4% | +1,152.2% | +1,304.2% | +324.8% |
| All | +2,249.3% | +1,051.2% | +1,198.1% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling