-11.2%
QLD vs VSXY
+124.9%
-136.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | -15.7% | +24.0% | -39.7% | -16.9% |
| 3M | -10.0% | +16.7% | -26.7% | -11.3% |
| 6M | -11.2% | +138.6% | -149.8% | -15.9% |
| All | -11.2% | +124.9% | -136.1% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling