-100.0%
SQQQ vs VCIT
+95.4%
-195.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.2% |
| 7D | -4.2% | +0.1% | -4.2% | -4.0% |
| 30D | +2.4% | -0.8% | +3.2% | +1.2% |
| 3M | -5.7% | -0.5% | -5.1% | -6.1% |
| 6M | -46.6% | -1.4% | -45.2% | -47.0% |
| YTD | -42.7% | -0.8% | -41.9% | -42.7% |
| 1Y | -52.6% | +0.3% | -52.9% | -51.7% |
| 3Y | -89.8% | +19.2% | -109.0% | -86.1% |
| 5Y | -94.7% | +3.6% | -98.3% | -92.9% |
| 10Y | -100.0% | +29.3% | -129.2% | -100.0% |
| All | -100.0% | +95.4% | -195.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling