+176.1%
QLD vs VSXY
+289.1%
-113.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +0.6% | -14.0% | +14.6% | +2.8% |
| 30D | -0.1% | -15.9% | +15.8% | +2.3% |
| 3M | -8.4% | +3.4% | -11.8% | -9.5% |
| 6M | +32.2% | +25.9% | +6.3% | +23.7% |
| YTD | +28.9% | +39.5% | -10.6% | +17.6% |
| 1Y | +43.8% | +194.4% | -150.5% | +13.0% |
| All | +176.1% | +289.1% | -113.0% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling