+22.7%
USB vs QID
-73.9%
+96.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.8% | +1.2% |
| 7D | -1.5% | +20.2% | -21.7% | +3.7% |
| 30D | +4.3% | +35.3% | -31.0% | +13.3% |
| 3M | -6.1% | +21.3% | -27.4% | -0.7% |
| 6M | +9.4% | +6.7% | +2.7% | +12.3% |
| YTD | +15.2% | -13.6% | +28.7% | +12.0% |
| 1Y | +32.8% | -11.0% | +43.7% | +30.6% |
| 3Y | +91.3% | -69.8% | +161.1% | +47.6% |
| 5Y | +22.7% | -74.1% | +96.8% | -4.1% |
| All | +22.7% | -73.9% | +96.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling