+84.9%
USB vs QID
-99.0%
+183.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.1% |
| 7D | +1.4% | +1.8% | -0.3% | +2.3% |
| 30D | +6.4% | +21.6% | -15.2% | +13.4% |
| 3M | -4.5% | +12.6% | -17.1% | -0.4% |
| 6M | +11.4% | +6.9% | +4.5% | +15.1% |
| YTD | +17.1% | -20.5% | +37.6% | +11.3% |
| 1Y | +32.6% | -18.1% | +50.7% | +27.5% |
| 3Y | +101.8% | -70.7% | +172.5% | +51.1% |
| 5Y | +25.1% | -77.2% | +102.4% | -3.1% |
| 10Y | +84.9% | -99.0% | +183.9% | -31.4% |
| All | +84.9% | -99.0% | +183.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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