+101.3%
QLD vs VSXY
+96.5%
+4.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | -10.3% | +11.8% | -22.1% | -12.5% |
| 30D | -26.1% | +25.9% | -52.0% | -30.0% |
| 3M | -17.8% | +15.5% | -33.3% | -21.1% |
| 6M | -15.6% | +109.7% | -125.3% | -32.1% |
| YTD | +5.4% | +99.5% | -94.1% | -15.4% |
| 1Y | +5.2% | +197.5% | -192.3% | -24.8% |
| 3Y | +139.4% | +453.3% | -313.8% | +28.0% |
| 5Y | +66.7% | +110.3% | -43.5% | +19.4% |
| All | +101.3% | +96.5% | +4.9% | +42.1% |
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 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