+496.7%
URI vs QS
-47.0%
+543.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.6% | +8.0% | +1.9% |
| 7D | +5.0% | -4.2% | +9.2% | +5.3% |
| 30D | -9.4% | -15.7% | +6.3% | -8.2% |
| 3M | -5.8% | -28.7% | +22.9% | -3.7% |
| 6M | +25.8% | -23.2% | +49.1% | +27.4% |
| YTD | +27.9% | -49.9% | +77.8% | +33.6% |
| 1Y | +9.7% | -38.8% | +48.5% | +11.5% |
| 3Y | +128.0% | -24.0% | +152.0% | +116.6% |
| 5Y | +212.4% | -75.6% | +288.0% | +203.1% |
| All | +496.7% | -47.0% | +543.8% | +521.9% |
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