+114.9%
USB vs QS
-62.6%
+177.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.0% | +1.2% |
| 7D | +2.6% | -14.0% | +16.6% | +3.5% |
| 30D | +8.4% | -6.4% | +14.8% | +8.7% |
| 3M | -5.5% | -40.3% | +34.7% | -2.8% |
| 6M | +17.7% | -57.5% | +75.2% | +23.0% |
| YTD | +17.6% | -64.7% | +82.2% | +23.6% |
| 1Y | +33.9% | -72.9% | +106.8% | +42.9% |
| 3Y | +103.8% | -33.5% | +137.3% | +96.6% |
| 5Y | +25.6% | -90.5% | +116.1% | +25.4% |
| All | +114.9% | -62.6% | +177.5% | +109.3% |
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