-100.0%
SQQQ vs VEA
+165.0%
-265.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | +0.6% |
| 7D | +1.8% | -1.5% | +3.3% | -2.4% |
| 30D | +4.2% | -0.8% | +5.0% | +2.1% |
| 3M | -3.3% | +2.5% | -5.8% | +8.8% |
| 6M | -43.6% | +11.1% | -54.8% | -14.2% |
| YTD | -41.9% | +17.2% | -59.1% | +5.1% |
| 1Y | -50.6% | +24.5% | -75.1% | +9.9% |
| 3Y | -89.3% | +75.4% | -164.7% | -11.6% |
| 5Y | -94.8% | +61.1% | -155.9% | -46.1% |
| All | -100.0% | +165.0% | -265.0% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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