+280.2%
USB vs QID
-100.0%
+380.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.2% |
| 7D | +2.4% | +9.8% | -7.4% | +6.5% |
| 30D | +6.6% | +18.9% | -12.3% | +14.5% |
| 3M | -4.1% | +9.6% | -13.7% | -0.1% |
| 6M | +12.5% | -7.8% | +20.3% | +10.0% |
| YTD | +17.6% | -23.3% | +41.0% | +7.7% |
| 1Y | +36.5% | -22.0% | +58.5% | +26.3% |
| 3Y | +95.4% | -73.2% | +168.6% | +26.2% |
| 5Y | +26.1% | -77.1% | +103.2% | -12.0% |
| 10Y | +101.3% | -99.1% | +200.4% | -61.7% |
| All | +280.2% | -100.0% | +380.2% | -79.8% |
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 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