+105.2%
TQQQ vs VUG
+77.1%
+28.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | -0.2% |
| 7D | -1.9% | -0.5% | -1.4% | -0.4% |
| 30D | -4.9% | -1.0% | -3.9% | -1.8% |
| 3M | -6.4% | +3.5% | -9.9% | -12.8% |
| 6M | +44.4% | +14.2% | +30.2% | +4.2% |
| YTD | +35.2% | +8.5% | +26.7% | +14.9% |
| 1Y | +49.5% | +12.9% | +36.6% | +15.8% |
| 3Y | +250.7% | +85.6% | +165.1% | -20.9% |
| All | +105.2% | +77.1% | +28.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 5y: compounded portfolio wealth divided by compounded VUG 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…
5y analysis · Full analysis span regression · 6 months rolling