+14.7%
QLD vs VSXY
+210.1%
-195.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +1.0% |
| 7D | -9.4% | +14.2% | -23.6% | -10.6% |
| 30D | -17.1% | +21.9% | -38.9% | -18.8% |
| 3M | -10.4% | +22.1% | -32.5% | -12.6% |
| 6M | +0.7% | +116.7% | -115.9% | -8.8% |
| YTD | +17.7% | +101.1% | -83.4% | +5.4% |
| 1Y | +14.7% | +208.0% | -193.4% | -5.6% |
| All | +14.7% | +210.1% | -195.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling