-88.4%
QS vs URA
+25.3%
-113.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +0.7% |
| 7D | +5.4% | -4.1% | +9.5% | +9.0% |
| 30D | -5.3% | -19.0% | +13.7% | +11.6% |
| 3M | -22.6% | -25.1% | +2.5% | -3.3% |
| 6M | -46.2% | -44.5% | -1.7% | -14.7% |
| YTD | -58.9% | -24.3% | -34.6% | -49.2% |
| 1Y | -73.1% | -28.1% | -45.0% | -65.3% |
| 3Y | -27.2% | +40.7% | -67.9% | -47.6% |
| All | -88.4% | +25.3% | -113.7% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling