-100.0%
QID vs VSAT
+218.2%
-318.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | +1.4% |
| 7D | -0.6% | +11.8% | -12.4% | +3.5% |
| 30D | 0.0% | -7.0% | +7.0% | -2.1% |
| 3M | +3.7% | +3.3% | +0.4% | +9.8% |
| 6M | -29.9% | +57.4% | -87.3% | -10.8% |
| YTD | -28.8% | +118.6% | -147.3% | +4.5% |
| 1Y | -37.2% | +150.2% | -187.4% | +0.3% |
| 3Y | -73.7% | +160.7% | -234.4% | -48.7% |
| 5Y | -80.7% | +51.2% | -131.9% | -64.9% |
| 10Y | -99.1% | -0.7% | -98.5% | -98.3% |
| All | -100.0% | +218.2% | -318.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling