+32.6%
USB vs QS
-74.1%
+106.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +1.4% | +8.0% | -6.6% | +0.8% |
| 30D | +6.4% | -2.8% | +9.3% | +6.4% |
| 3M | -4.5% | -28.1% | +23.6% | -2.7% |
| 6M | +11.4% | -41.0% | +52.4% | +14.1% |
| YTD | +17.1% | -57.3% | +74.4% | +23.3% |
| 1Y | +32.6% | -72.7% | +105.3% | +45.5% |
| All | +32.6% | -74.1% | +106.7% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling