-50.6%
SQQQ vs VTR
+33.3%
-83.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | +4.2% | +1.1% | +3.1% | +3.4% |
| 3M | -3.3% | +7.9% | -11.2% | -6.3% |
| 6M | -43.6% | +6.2% | -49.8% | -46.1% |
| YTD | -41.9% | +17.7% | -59.6% | -47.2% |
| 1Y | -50.6% | +32.9% | -83.5% | -57.4% |
| All | -50.6% | +33.3% | -83.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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