-100.0%
SQQQ vs VCLT
+103.1%
-203.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +2.4% |
| 7D | +4.1% | -1.3% | +5.4% | +3.1% |
| 30D | +4.6% | -1.1% | +5.7% | +3.8% |
| 3M | -10.4% | -3.7% | -6.7% | -12.5% |
| 6M | -42.1% | -4.0% | -38.1% | -43.2% |
| YTD | -40.3% | -3.4% | -37.0% | -41.1% |
| 1Y | -50.2% | -4.1% | -46.0% | -51.0% |
| 3Y | -89.4% | +11.0% | -100.4% | -88.2% |
| 5Y | -94.7% | -17.0% | -77.7% | -94.1% |
| 10Y | -100.0% | +16.7% | -116.7% | -100.0% |
| All | -100.0% | +103.1% | -203.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling