+104.1%
QQQ vs VSXY
+37.7%
+66.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | +1.0% | -10.7% | +11.7% | +2.2% |
| 30D | -0.6% | -24.3% | +23.6% | +2.4% |
| 3M | +1.3% | +1.0% | +0.3% | +0.7% |
| 6M | +18.1% | +57.4% | -39.2% | +9.5% |
| YTD | +16.9% | +39.8% | -22.9% | +9.4% |
| 1Y | +24.0% | +196.5% | -172.5% | +4.2% |
| 3Y | +95.6% | +357.2% | -261.6% | +43.8% |
| 5Y | +94.5% | +18.9% | +75.6% | +69.6% |
| All | +104.1% | +37.7% | +66.5% | +76.1% |
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