+13.8%
UL vs QS
-46.4%
+60.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -3.4% | -3.6% | +0.3% | -3.4% |
| 30D | +0.5% | -17.2% | +17.7% | +0.5% |
| 3M | +7.2% | -27.0% | +34.2% | +7.3% |
| 6M | -3.1% | -24.6% | +21.5% | -3.1% |
| YTD | -2.7% | -49.3% | +46.6% | -2.7% |
| 1Y | -10.2% | -40.3% | +30.1% | -10.3% |
| 3Y | +20.3% | -23.8% | +44.1% | +19.6% |
| 5Y | +19.9% | -75.0% | +94.9% | +19.1% |
| All | +13.8% | -46.4% | +60.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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