+81.3%
USB vs QID
-99.0%
+180.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +1.6% |
| 7D | +2.6% | -7.1% | +9.7% | +0.5% |
| 30D | +8.4% | +12.6% | -4.2% | +12.8% |
| 3M | -5.5% | +14.2% | -19.8% | -1.0% |
| 6M | +17.7% | +6.2% | +11.5% | +21.5% |
| YTD | +17.6% | -21.8% | +39.4% | +11.2% |
| 1Y | +33.9% | -23.1% | +57.0% | +26.2% |
| 3Y | +103.8% | -71.3% | +175.1% | +51.6% |
| 5Y | +25.6% | -77.0% | +102.6% | -2.3% |
| All | +81.3% | -99.0% | +180.4% | -34.8% |
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