-82.7%
QID vs VSXY
+37.7%
-120.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | -0.3% |
| 7D | -1.9% | -10.7% | +8.8% | -4.3% |
| 30D | +1.7% | -24.3% | +26.0% | -4.4% |
| 3M | -3.9% | +1.0% | -4.9% | -2.8% |
| 6M | -30.0% | +57.4% | -87.3% | -18.8% |
| YTD | -28.2% | +39.8% | -68.0% | -18.3% |
| 1Y | -35.6% | +196.5% | -232.1% | -8.9% |
| 3Y | -74.3% | +357.2% | -431.5% | -51.5% |
| 5Y | -80.8% | +18.9% | -99.7% | -72.2% |
| All | -82.7% | +37.7% | -120.4% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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