-55.1%
QS vs URA
+240.3%
-295.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.8% | -0.2% |
| 7D | +8.0% | +0.3% | +7.7% | +7.9% |
| 30D | -2.8% | -14.8% | +11.9% | +8.5% |
| 3M | -28.1% | -25.3% | -2.8% | -12.5% |
| 6M | -41.0% | -39.9% | -1.1% | -16.3% |
| YTD | -57.3% | -22.4% | -34.9% | -48.9% |
| 1Y | -72.7% | -29.0% | -43.7% | -65.3% |
| 3Y | -18.6% | +41.0% | -59.6% | -34.7% |
| 5Y | -87.0% | +38.3% | -125.3% | -90.1% |
| All | -55.1% | +240.3% | -295.4% | -62.9% |
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