-100.0%
SQQQ vs VRTX
+1,286.7%
-1,386.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.1% |
| 7D | -2.7% | -6.4% | +3.7% | -6.0% |
| 30D | +2.4% | -0.5% | +2.9% | +2.1% |
| 3M | -8.0% | +16.9% | -24.9% | +0.3% |
| 6M | -43.9% | +13.1% | -57.0% | -39.6% |
| YTD | -42.2% | +14.9% | -57.2% | -36.7% |
| 1Y | -51.8% | +31.4% | -83.2% | -42.9% |
| 3Y | -89.7% | +51.9% | -141.6% | -85.8% |
| 5Y | -94.7% | +177.1% | -271.8% | -88.8% |
| 10Y | -100.0% | +456.3% | -556.2% | -99.9% |
| All | -100.0% | +1,286.7% | -1,386.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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