+96.6%
USB vs QID
-73.2%
+169.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.4% |
| 7D | +2.4% | +9.8% | -7.4% | +5.0% |
| 30D | +6.6% | +18.9% | -12.3% | +11.6% |
| 3M | -4.1% | +9.6% | -13.7% | -1.5% |
| 6M | +12.5% | -7.8% | +20.3% | +10.3% |
| YTD | +17.6% | -23.3% | +41.0% | +9.6% |
| 1Y | +36.5% | -22.0% | +58.5% | +28.3% |
| All | +96.6% | -73.2% | +169.8% | +31.9% |
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