+21.2%
UL vs QS
-25.4%
+46.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +5.0% | -1.7% |
| 7D | -3.2% | -4.2% | +1.0% | -3.2% |
| 30D | -0.6% | -15.7% | +15.1% | -0.7% |
| 3M | +9.4% | -28.7% | +38.1% | +9.2% |
| 6M | -4.1% | -23.2% | +19.1% | -4.3% |
| YTD | -2.0% | -49.9% | +47.9% | -2.3% |
| 1Y | -9.0% | -38.8% | +29.8% | -9.3% |
| All | +21.2% | -25.4% | +46.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling