+92.5%
USB vs QS
-33.2%
+125.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.6% |
| 7D | -1.5% | -2.1% | +0.7% | -1.3% |
| 30D | +4.3% | -11.6% | +15.9% | +5.1% |
| 3M | -6.1% | -25.5% | +19.5% | -4.3% |
| 6M | +9.4% | -43.4% | +52.8% | +12.9% |
| YTD | +15.2% | -60.6% | +75.7% | +21.5% |
| 1Y | +32.8% | -75.9% | +108.7% | +44.9% |
| All | +92.5% | -33.2% | +125.7% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling