-100.0%
SQQQ vs VCIT
+31.0%
-131.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.3% |
| 7D | -11.0% | -1.4% | -9.6% | -14.5% |
| 30D | +17.9% | +0.6% | +17.4% | +19.5% |
| 3M | +19.5% | -2.2% | +21.7% | +11.9% |
| 6M | +4.2% | -2.3% | +6.5% | -1.6% |
| YTD | -35.6% | -2.2% | -33.4% | -38.3% |
| 1Y | -37.7% | -1.4% | -36.3% | -38.8% |
| 3Y | -88.0% | +18.7% | -106.8% | -79.6% |
| 5Y | -93.1% | +3.6% | -96.7% | -90.3% |
| All | -100.0% | +31.0% | -131.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling