+272.2%
USB vs QID
-100.0%
+372.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.8% | +3.0% |
| 7D | -1.5% | +20.2% | -21.7% | +6.5% |
| 30D | +4.3% | +35.3% | -31.0% | +18.3% |
| 3M | -6.1% | +21.3% | -27.4% | +2.2% |
| 6M | +9.4% | +6.7% | +2.7% | +13.9% |
| YTD | +15.2% | -13.6% | +28.7% | +11.0% |
| 1Y | +32.8% | -11.0% | +43.7% | +30.0% |
| 3Y | +91.3% | -69.8% | +161.1% | +30.0% |
| 5Y | +22.7% | -74.1% | +96.8% | -9.9% |
| 10Y | +97.0% | -99.0% | +196.0% | -60.6% |
| All | +272.2% | -100.0% | +372.2% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling