+109.5%
USB vs QS
-56.5%
+166.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.7% |
| 7D | 0.0% | +5.4% | -5.4% | -0.3% |
| 30D | +5.8% | -5.3% | +11.1% | +6.1% |
| 3M | -6.0% | -22.6% | +16.6% | -4.7% |
| 6M | +7.8% | -46.2% | +53.9% | +11.0% |
| YTD | +14.6% | -58.9% | +73.5% | +19.5% |
| 1Y | +31.8% | -73.1% | +104.9% | +40.7% |
| 3Y | +91.5% | -27.2% | +118.7% | +83.7% |
| 5Y | +22.0% | -86.2% | +108.2% | +20.3% |
| All | +109.5% | -56.5% | +166.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling