-75.5%
QS vs UUUU
+88.5%
-164.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.6% | +1.9% |
| 7D | -5.0% | -5.0% | +0.1% | -3.0% |
| 30D | -18.3% | -7.8% | -10.5% | -15.7% |
| 3M | -26.0% | -0.4% | -25.6% | -25.7% |
| 6M | -24.0% | -32.9% | +8.8% | -11.5% |
| YTD | -50.3% | -6.3% | -44.0% | -51.2% |
| 1Y | -38.0% | +7.9% | -45.9% | -45.4% |
| 3Y | -24.6% | +85.2% | -109.8% | -54.8% |
| All | -75.5% | +88.5% | -164.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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