-100.0%
SQQQ vs VCLT
+17.1%
-117.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | +1.8% | -1.4% | +3.2% | -0.2% |
| 30D | +4.2% | -1.2% | +5.3% | +2.5% |
| 3M | -3.3% | -4.8% | +1.5% | -9.5% |
| 6M | -43.6% | -2.6% | -41.1% | -44.7% |
| YTD | -41.9% | -3.3% | -38.5% | -43.5% |
| 1Y | -50.6% | -4.8% | -45.8% | -53.0% |
| 3Y | -89.3% | +11.5% | -100.8% | -86.4% |
| 5Y | -94.8% | -17.0% | -77.8% | -94.8% |
| All | -100.0% | +17.1% | -117.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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