+19.2%
UL vs QS
-75.8%
+95.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -4.1% | -5.0% | +0.9% | -4.0% |
| 30D | -1.2% | -18.3% | +17.1% | -1.0% |
| 3M | +6.0% | -26.0% | +32.0% | +6.2% |
| 6M | -5.5% | -24.0% | +18.6% | -5.4% |
| YTD | -3.3% | -50.3% | +47.0% | -2.8% |
| 1Y | -9.8% | -38.0% | +28.2% | -9.9% |
| 3Y | +20.1% | -24.6% | +44.7% | +17.4% |
| 5Y | +19.2% | -75.4% | +94.6% | +17.5% |
| All | +19.2% | -75.8% | +95.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling