+122.3%
QLD vs VSXY
+99.7%
+22.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | -15.7% | +24.0% | -39.7% | -19.8% |
| 3M | -10.0% | +16.7% | -26.7% | -13.8% |
| 6M | -11.2% | +138.6% | -149.8% | -30.8% |
| YTD | +16.4% | +102.8% | -86.5% | -6.9% |
| 1Y | +12.7% | +214.2% | -201.5% | -20.5% |
| 3Y | +152.3% | +461.4% | -309.1% | +34.7% |
| 5Y | +91.8% | +118.3% | -26.5% | +36.7% |
| All | +122.3% | +99.7% | +22.6% | +56.4% |
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