-18.7%
UPS vs QS
-47.4%
+28.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | -3.4% | -5.0% | +1.5% | -3.2% |
| 30D | -2.7% | -18.3% | +15.6% | -1.8% |
| 3M | -1.6% | -26.0% | +24.4% | -0.5% |
| 6M | +2.3% | -24.0% | +26.4% | +3.2% |
| YTD | +5.6% | -50.3% | +55.9% | +8.5% |
| 1Y | +27.1% | -38.0% | +65.0% | +28.0% |
| 3Y | -26.3% | -24.6% | -1.7% | -28.8% |
| 5Y | -34.5% | -75.4% | +41.0% | -36.2% |
| All | -18.7% | -47.4% | +28.7% | -15.7% |
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 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