-100.0%
SQQQ vs VFC
+14.3%
-114.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | -0.7% |
| 7D | -2.7% | -2.3% | -0.3% | -4.3% |
| 30D | +2.4% | -13.4% | +15.8% | -7.5% |
| 3M | -8.0% | -23.7% | +15.7% | -22.0% |
| 6M | -43.9% | -24.5% | -19.5% | -51.6% |
| YTD | -42.2% | -27.8% | -14.4% | -51.1% |
| 1Y | -51.8% | -13.5% | -38.3% | -52.1% |
| 3Y | -89.7% | -27.1% | -62.6% | -87.9% |
| 5Y | -94.7% | -79.0% | -15.7% | -97.7% |
| 10Y | -100.0% | -68.7% | -31.2% | -100.0% |
| All | -100.0% | +14.3% | -114.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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