+115.0%
QLD vs VSXY
+106.4%
+8.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +5.6% |
| 7D | -1.4% | +15.2% | -16.6% | -4.5% |
| 30D | -19.6% | +37.0% | -56.6% | -25.2% |
| 3M | -14.1% | +15.2% | -29.3% | -17.6% |
| 6M | -13.6% | +136.3% | -149.9% | -32.4% |
| YTD | +12.5% | +109.6% | -97.0% | -10.6% |
| 1Y | +13.1% | +223.7% | -210.5% | -20.7% |
| 3Y | +154.7% | +516.3% | -361.6% | +32.3% |
| 5Y | +81.1% | +125.1% | -44.1% | +28.2% |
| All | +115.0% | +106.4% | +8.6% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling