+115.0%
USB vs QS
-55.0%
+170.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +1.5% |
| 7D | +2.4% | +4.5% | -2.1% | +2.1% |
| 30D | +6.6% | -4.1% | +10.7% | +6.7% |
| 3M | -4.1% | -22.1% | +18.1% | -2.9% |
| 6M | +12.5% | -38.4% | +50.9% | +14.9% |
| YTD | +17.6% | -57.5% | +75.1% | +22.4% |
| 1Y | +36.5% | -71.3% | +107.8% | +45.1% |
| 3Y | +95.4% | -27.3% | +122.7% | +87.4% |
| 5Y | +26.1% | -86.0% | +112.1% | +24.1% |
| All | +115.0% | -55.0% | +170.1% | +107.2% |
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