+146.3%
QLD vs VSXY
+37.4%
+108.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +0.6% | -14.0% | +14.6% | +3.8% |
| 30D | -0.1% | -15.9% | +15.8% | +3.3% |
| 3M | -8.4% | +3.4% | -11.8% | -10.0% |
| 6M | +32.2% | +25.9% | +6.3% | +19.7% |
| YTD | +28.9% | +39.5% | -10.6% | +12.7% |
| 1Y | +43.8% | +194.4% | -150.5% | +1.7% |
| 3Y | +176.6% | +281.4% | -104.8% | +59.7% |
| 5Y | +121.6% | +12.8% | +108.8% | +73.9% |
| All | +146.3% | +37.4% | +108.9% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling