-100.0%
QID vs VSAT
+201.0%
-301.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | -1.3% |
| 7D | -11.8% | +20.0% | -31.8% | -5.1% |
| 30D | +14.2% | +6.5% | +7.7% | +19.9% |
| 3M | +8.8% | -18.3% | +27.1% | +5.0% |
| 6M | +1.5% | +0.4% | +1.1% | +10.7% |
| YTD | -23.8% | +106.7% | -130.5% | +13.2% |
| 1Y | -22.0% | +89.9% | -111.9% | +14.0% |
| 3Y | -71.9% | +276.3% | -348.2% | -32.7% |
| 5Y | -77.6% | +32.9% | -110.5% | -60.7% |
| 10Y | -99.1% | -12.2% | -86.9% | -98.3% |
| All | -100.0% | +201.0% | -301.0% | -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