+12.1%
QLD vs VSXY
+199.0%
-186.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.1% | -0.1% |
| 7D | +12.5% | -1.6% | +14.1% | +12.7% |
| 30D | -15.7% | +17.8% | -33.5% | -17.0% |
| 3M | -11.9% | +12.5% | -24.4% | -13.2% |
| 6M | -10.3% | +124.7% | -135.0% | -19.0% |
| YTD | +15.6% | +93.2% | -77.6% | +4.3% |
| 1Y | +12.1% | +195.6% | -183.5% | -4.1% |
| All | +12.1% | +199.0% | -186.9% | -4.1% |
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 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