-25.3%
QS vs VSXY
+339.2%
-364.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | -5.0% | -0.3% | -4.6% | -4.9% |
| 30D | -18.3% | -22.1% | +3.8% | -14.4% |
| 3M | -26.0% | -1.1% | -24.9% | -26.0% |
| 6M | -24.0% | +53.8% | -77.9% | -32.4% |
| YTD | -50.3% | +35.5% | -85.8% | -54.9% |
| 1Y | -38.0% | +186.0% | -224.0% | -53.0% |
| All | -25.3% | +339.2% | -364.5% | -55.1% |
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 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