-100.0%
SQQQ vs VO
+200.3%
-300.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -0.3% |
| 7D | +1.8% | -1.5% | +3.3% | -2.6% |
| 30D | +4.2% | -3.0% | +7.2% | -4.5% |
| 3M | -3.3% | +2.8% | -6.1% | +7.9% |
| 6M | -43.6% | +10.9% | -54.6% | -18.0% |
| YTD | -41.9% | +12.5% | -54.3% | -10.7% |
| 1Y | -50.6% | +12.0% | -62.6% | -23.4% |
| 3Y | -89.3% | +56.3% | -145.6% | -38.4% |
| 5Y | -94.8% | +42.9% | -137.7% | -56.9% |
| All | -100.0% | +200.3% | -300.2% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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