+110.5%
USB vs QS
-58.3%
+168.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.7% |
| 7D | -1.5% | -2.1% | +0.7% | -1.4% |
| 30D | +4.3% | -11.6% | +15.9% | +5.0% |
| 3M | -6.1% | -25.5% | +19.5% | -4.6% |
| 6M | +9.4% | -43.4% | +52.8% | +12.3% |
| YTD | +15.2% | -60.6% | +75.7% | +20.4% |
| 1Y | +32.8% | -75.9% | +108.7% | +42.6% |
| 3Y | +91.3% | -32.5% | +123.8% | +84.3% |
| 5Y | +22.7% | -86.8% | +109.4% | +21.2% |
| All | +110.5% | -58.3% | +168.8% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling