+103.7%
QQQ vs VSXY
+37.5%
+66.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -18.7% | +17.5% | +0.9% |
| 3M | -0.2% | -4.0% | +3.8% | -0.2% |
| 6M | +17.9% | +67.5% | -49.6% | +8.4% |
| YTD | +16.6% | +39.7% | -23.0% | +9.1% |
| 1Y | +23.0% | +180.0% | -157.0% | +4.1% |
| 3Y | +92.9% | +337.3% | -244.3% | +43.0% |
| 5Y | +95.6% | +22.7% | +72.9% | +70.5% |
| All | +103.7% | +37.5% | +66.2% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling