+92.9%
QQQ vs VSXY
+352.7%
-259.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -18.7% | +17.5% | +0.3% |
| 3M | -0.2% | -4.0% | +3.8% | -0.2% |
| 6M | +17.9% | +67.5% | -49.6% | +11.2% |
| YTD | +16.6% | +39.7% | -23.0% | +11.4% |
| 1Y | +23.0% | +180.0% | -157.0% | +9.3% |
| 3Y | +92.9% | +337.3% | -244.3% | +64.8% |
| All | +92.9% | +352.7% | -259.8% | +64.8% |
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