-100.0%
SQQQ vs VTRS
+17.9%
-117.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.0% |
| 7D | +1.8% | -2.2% | +4.0% | +0.3% |
| 30D | +4.2% | +3.3% | +0.8% | +6.7% |
| 3M | -3.3% | +2.0% | -5.3% | -2.3% |
| 6M | -43.6% | +19.9% | -63.6% | -34.8% |
| YTD | -41.9% | +35.7% | -77.6% | -25.8% |
| 1Y | -50.6% | +68.1% | -118.7% | -25.6% |
| 3Y | -89.3% | +87.1% | -176.4% | -80.3% |
| 5Y | -94.8% | +47.6% | -142.4% | -90.4% |
| 10Y | -100.0% | -48.2% | -51.8% | -100.0% |
| All | -100.0% | +17.9% | -117.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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