-89.3%
SQQQ vs VWO
+62.9%
-152.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -0.8% |
| 7D | +1.8% | -1.8% | +3.6% | -2.7% |
| 30D | +4.2% | -0.1% | +4.3% | +4.3% |
| 3M | -3.3% | +2.2% | -5.5% | +7.4% |
| 6M | -43.6% | +8.8% | -52.4% | -22.5% |
| YTD | -41.9% | +12.4% | -54.3% | -11.8% |
| 1Y | -50.6% | +15.6% | -66.2% | -17.3% |
| 3Y | -89.3% | +62.5% | -151.8% | -44.0% |
| All | -89.3% | +62.9% | -152.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling