-100.0%
SQQQ vs VTEB
+17.9%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -1.7% |
| 7D | +1.8% | -0.9% | +2.7% | -0.3% |
| 30D | +4.2% | -2.5% | +6.7% | -1.8% |
| 3M | -3.3% | -3.0% | -0.3% | -9.5% |
| 6M | -43.6% | -2.1% | -41.5% | -45.8% |
| YTD | -41.9% | -1.5% | -40.4% | -43.3% |
| 1Y | -50.6% | +0.2% | -50.8% | -50.0% |
| 3Y | -89.3% | +8.6% | -97.9% | -86.7% |
| 5Y | -94.8% | +1.2% | -96.0% | -94.2% |
| All | -100.0% | +17.9% | -117.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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