+1,502.1%
QLD vs VSAT
-16.2%
+1,518.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.5% | -1.2% |
| 7D | +7.0% | +5.9% | +1.1% | +5.3% |
| 30D | -14.3% | +9.7% | -24.0% | -16.6% |
| 3M | -16.0% | -18.3% | +2.3% | -12.6% |
| 6M | -14.2% | -4.1% | -10.2% | -16.0% |
| YTD | +12.8% | +96.5% | -83.8% | -9.4% |
| 1Y | +14.1% | +89.3% | -75.2% | -8.0% |
| 3Y | +146.0% | +270.1% | -124.1% | +37.2% |
| 5Y | +82.0% | +26.4% | +55.7% | +33.0% |
| All | +1,502.1% | -16.2% | +1,518.4% | +1,070.3% |
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