+91.5%
USB vs QID
-70.5%
+162.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.1% |
| 7D | 0.0% | +9.4% | -9.4% | +2.5% |
| 30D | +5.8% | +31.2% | -25.4% | +13.9% |
| 3M | -6.0% | +17.4% | -23.4% | -1.6% |
| 6M | +7.8% | +8.4% | -0.7% | +10.7% |
| YTD | +14.6% | -15.8% | +30.4% | +9.6% |
| 1Y | +31.8% | -16.3% | +48.1% | +26.1% |
| 3Y | +91.5% | -70.4% | +161.9% | +31.8% |
| All | +91.5% | -70.5% | +162.0% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling