+1,351.8%
QLD vs VSAT
-9.2%
+1,361.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | +0.6% |
| 7D | -10.3% | -17.0% | +6.7% | -6.1% |
| 30D | -26.1% | -9.8% | -16.3% | -24.5% |
| 3M | -17.8% | -22.0% | +4.3% | -13.4% |
| 6M | -15.6% | -5.0% | -10.6% | -16.9% |
| YTD | +5.4% | +85.6% | -80.2% | -13.9% |
| 1Y | +5.2% | +80.2% | -75.0% | -13.9% |
| 3Y | +139.4% | +250.0% | -110.6% | +35.7% |
| 5Y | +66.7% | -4.6% | +71.3% | +34.3% |
| All | +1,351.8% | -9.2% | +1,361.0% | +982.9% |
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