-78.2%
QS vs VSXY
+37.5%
-115.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.0% |
| 7D | -3.6% | +0.1% | -3.8% | -3.6% |
| 30D | -17.2% | -18.7% | +1.4% | -12.6% |
| 3M | -27.0% | -4.0% | -23.0% | -26.6% |
| 6M | -24.6% | +67.5% | -92.0% | -38.3% |
| YTD | -49.3% | +39.7% | -89.0% | -56.8% |
| 1Y | -40.3% | +180.0% | -220.3% | -60.1% |
| 3Y | -23.8% | +337.3% | -361.1% | -64.0% |
| 5Y | -75.0% | +22.7% | -97.6% | -81.5% |
| All | -78.2% | +37.5% | -115.8% | -84.6% |
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