+121.2%
USB vs QS
-44.4%
+165.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | +1.4% | -2.3% | +3.8% | +1.6% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | +15.2% | -39.6% | +54.9% | +18.2% |
| 6M | +18.8% | -21.7% | +40.5% | +19.7% |
| YTD | +21.0% | -47.4% | +68.4% | +24.5% |
| 1Y | +34.0% | -28.4% | +62.4% | +33.9% |
| 3Y | +95.3% | -22.6% | +117.9% | +86.5% |
| 5Y | +40.4% | -75.6% | +116.0% | +35.7% |
| All | +121.2% | -44.4% | +165.6% | +110.8% |
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