+43.2%
QSR vs VSXY
+33.4%
+9.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -4.7% | -0.3% | -4.4% | -4.7% |
| 30D | +4.3% | -22.1% | +26.4% | +5.6% |
| 3M | +5.4% | -1.1% | +6.6% | +5.2% |
| 6M | +8.2% | +53.8% | -45.7% | +4.2% |
| YTD | +14.1% | +35.5% | -21.4% | +10.5% |
| 1Y | +28.1% | +186.0% | -157.9% | +17.0% |
| 3Y | +25.3% | +343.2% | -317.9% | +6.7% |
| 5Y | +40.4% | +19.0% | +21.4% | +29.7% |
| All | +43.2% | +33.4% | +9.8% | +32.9% |
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