-78.5%
QS vs VSXY
+37.7%
-116.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.5% | -3.1% | -5.6% |
| 7D | -4.2% | -10.7% | +6.5% | -1.4% |
| 30D | -15.7% | -24.3% | +8.6% | -9.2% |
| 3M | -28.7% | +1.0% | -29.7% | -29.3% |
| 6M | -23.2% | +57.4% | -80.6% | -36.0% |
| YTD | -49.9% | +39.8% | -89.7% | -57.3% |
| 1Y | -38.8% | +196.5% | -235.3% | -59.8% |
| 3Y | -24.0% | +357.2% | -381.3% | -64.8% |
| 5Y | -75.6% | +18.9% | -94.5% | -81.9% |
| All | -78.5% | +37.7% | -116.1% | -84.7% |
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