+64.4%
UL vs QSR
+135.2%
-70.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.4% | -4.0% | +0.6% | -2.6% |
| 30D | +0.5% | +2.8% | -2.3% | -0.1% |
| 3M | +7.2% | +5.1% | +2.1% | +6.1% |
| 6M | -3.1% | +8.8% | -11.9% | -4.9% |
| YTD | -2.7% | +14.8% | -17.5% | -5.8% |
| 1Y | -10.2% | +25.7% | -36.0% | -14.8% |
| 3Y | +20.3% | +27.5% | -7.3% | +12.8% |
| 5Y | +19.9% | +41.3% | -21.3% | +9.2% |
| All | +64.4% | +135.2% | -70.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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