-100.0%
SQQQ vs VTR
+288.7%
-388.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.9% |
| 7D | +1.8% | -0.3% | +2.1% | +1.6% |
| 30D | +4.2% | +1.1% | +3.1% | +4.9% |
| 3M | -3.3% | +7.9% | -11.2% | +0.9% |
| 6M | -43.6% | +6.2% | -49.8% | -42.0% |
| YTD | -41.9% | +17.7% | -59.6% | -35.6% |
| 1Y | -50.6% | +32.9% | -83.5% | -40.6% |
| 3Y | -89.3% | +129.7% | -219.0% | -79.8% |
| 5Y | -94.8% | +89.3% | -184.1% | -90.1% |
| 10Y | -100.0% | +99.1% | -199.1% | -99.9% |
| All | -100.0% | +288.7% | -388.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling