-99.1%
QID vs VSAT
+3.1%
-102.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.9% |
| 7D | +2.7% | +3.4% | -0.7% | +3.7% |
| 30D | +3.3% | -12.2% | +15.6% | +0.5% |
| 3M | -5.5% | +20.6% | -26.1% | +2.2% |
| 6M | -28.4% | +60.2% | -88.6% | -14.9% |
| YTD | -26.6% | +115.3% | -141.8% | -4.4% |
| 1Y | -34.1% | +154.6% | -188.7% | -8.4% |
| 3Y | -73.7% | +211.2% | -284.8% | -54.5% |
| 5Y | -80.7% | +52.7% | -133.3% | -69.0% |
| All | -99.1% | +3.1% | -102.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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