+17.8%
UL vs QS
-44.4%
+62.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -1.3% | -2.3% | +1.0% | -1.3% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +17.6% | -39.6% | +57.2% | +17.7% |
| 6M | -5.4% | -21.7% | +16.3% | -5.4% |
| YTD | +0.7% | -47.4% | +48.1% | +0.8% |
| 1Y | -9.3% | -28.4% | +19.1% | -9.4% |
| 3Y | +24.5% | -22.6% | +47.1% | +23.8% |
| 5Y | +23.2% | -75.6% | +98.8% | +22.3% |
| All | +17.8% | -44.4% | +62.2% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling