+41.2%
USB vs QS
-75.2%
+116.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | +1.4% | -2.3% | +3.8% | +1.7% |
| 30D | -1.3% | -0.7% | -0.6% | -1.4% |
| 3M | +15.2% | -39.6% | +54.9% | +20.0% |
| 6M | +18.8% | -21.7% | +40.5% | +20.1% |
| YTD | +21.0% | -47.4% | +68.4% | +26.7% |
| 1Y | +34.0% | -28.4% | +62.4% | +33.1% |
| 3Y | +95.3% | -22.6% | +117.9% | +77.5% |
| All | +41.2% | -75.2% | +116.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling