-75.5%
QS vs VSXY
+19.0%
-94.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.2% |
| 7D | -5.0% | -0.3% | -4.6% | -4.8% |
| 30D | -18.3% | -22.1% | +3.8% | -12.3% |
| 3M | -26.0% | -1.1% | -24.9% | -26.2% |
| 6M | -24.0% | +53.8% | -77.9% | -37.0% |
| YTD | -50.3% | +35.5% | -85.8% | -57.6% |
| 1Y | -38.0% | +186.0% | -224.0% | -60.0% |
| 3Y | -24.6% | +343.2% | -367.8% | -67.6% |
| All | -75.5% | +19.0% | -94.5% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling