+91.5%
USB vs QS
-30.4%
+121.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.8% |
| 7D | 0.0% | +5.4% | -5.4% | -0.4% |
| 30D | +5.8% | -5.3% | +11.1% | +6.1% |
| 3M | -6.0% | -22.6% | +16.6% | -4.5% |
| 6M | +7.8% | -46.2% | +53.9% | +11.6% |
| YTD | +14.6% | -58.9% | +73.5% | +20.5% |
| 1Y | +31.8% | -73.1% | +104.9% | +42.7% |
| 3Y | +91.5% | -27.2% | +118.7% | +71.0% |
| All | +91.5% | -30.4% | +121.9% | +71.0% |
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