-47.3%
QS vs URA
+381.1%
-428.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -5.7% |
| 7D | -4.2% | +5.7% | -10.0% | -7.8% |
| 30D | -15.7% | +5.6% | -21.3% | -18.8% |
| 3M | -28.7% | +6.2% | -34.9% | -31.4% |
| 6M | -23.2% | -8.2% | -15.0% | -18.2% |
| YTD | -49.9% | +9.7% | -59.6% | -52.6% |
| 1Y | -38.8% | +17.0% | -55.8% | -43.7% |
| 3Y | -24.0% | +118.5% | -142.5% | -54.8% |
| 5Y | -75.6% | +134.3% | -209.9% | -85.7% |
| All | -47.3% | +381.1% | -428.3% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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