+2,119.1%
TQQQ vs VST
+1,022.7%
+1,096.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.5% |
| 7D | -6.6% | -6.0% | -0.6% | -3.6% |
| 30D | -30.4% | -18.8% | -11.6% | -21.3% |
| 3M | -23.2% | -8.0% | -15.2% | -20.3% |
| 6M | -25.5% | -10.9% | -14.6% | -21.5% |
| YTD | +7.9% | -18.3% | +26.2% | +16.4% |
| 1Y | +1.1% | -29.9% | +31.0% | +19.7% |
| 3Y | +186.6% | +290.3% | -103.7% | -12.2% |
| 5Y | +49.5% | +635.3% | -585.8% | -70.1% |
| 10Y | +2,312.6% | +1,162.4% | +1,150.2% | +305.3% |
| All | +2,119.1% | +1,022.7% | +1,096.4% | +278.2% |
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 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