+7,443.4%
QLD vs VSAT
+160.3%
+7,283.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | -0.2% |
| 7D | -10.3% | -17.0% | +6.7% | -4.3% |
| 30D | -26.1% | -9.8% | -16.3% | -23.9% |
| 3M | -17.8% | -22.0% | +4.3% | -11.6% |
| 6M | -15.6% | -5.0% | -10.6% | -18.2% |
| YTD | +5.4% | +85.6% | -80.2% | -23.0% |
| 1Y | +5.2% | +80.2% | -75.0% | -23.1% |
| 3Y | +139.4% | +250.0% | -110.6% | -3.4% |
| 5Y | +66.7% | -4.6% | +71.3% | +7.3% |
| 10Y | +1,422.1% | -7.2% | +1,429.3% | +736.4% |
| All | +7,443.4% | +160.3% | +7,283.1% | +1,463.7% |
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