-36.0%
SQQQ vs VRT
+12.3%
-48.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.9% | +10.1% | -9.2% |
| 7D | +14.6% | -15.4% | +29.9% | +5.8% |
| 30D | +28.9% | -19.0% | +47.8% | +18.1% |
| 3M | +13.1% | -23.8% | +37.0% | +2.0% |
| 6M | -15.2% | -37.9% | +22.6% | -26.3% |
| YTD | -37.0% | +27.0% | -63.9% | -17.9% |
| 1Y | -36.0% | +13.8% | -49.7% | -20.0% |
| All | -36.0% | +12.3% | -48.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling