+113.9%
USB vs QS
-57.3%
+171.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.2% |
| 7D | -0.5% | -5.0% | +4.4% | -0.3% |
| 30D | +5.7% | -1.4% | +7.1% | +5.7% |
| 3M | -4.7% | -33.6% | +28.9% | -2.6% |
| 6M | +13.4% | -47.6% | +61.0% | +17.0% |
| YTD | +17.0% | -59.6% | +76.6% | +22.1% |
| 1Y | +32.4% | -73.5% | +105.9% | +41.4% |
| 3Y | +101.7% | -23.0% | +124.7% | +92.9% |
| 5Y | +24.4% | -89.4% | +113.8% | +23.3% |
| All | +113.9% | -57.3% | +171.1% | +106.7% |
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