+32.6%
USB vs Q
+68.9%
-36.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.4% | -3.3% | +5.7% | +2.7% |
| 30D | +6.6% | -9.7% | +16.3% | +7.4% |
| 3M | -4.1% | -16.1% | +12.0% | -2.8% |
| 6M | +12.5% | -15.7% | +28.2% | +12.5% |
| YTD | +17.6% | +45.7% | -28.1% | +8.8% |
| 1Y | +36.5% | +18.0% | +18.5% | +28.2% |
| All | +32.6% | +68.9% | -36.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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