+109.7%
USB vs QSR
+126.5%
-16.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +2.4% | -1.0% | +0.4% |
| 30D | -1.3% | +7.6% | -8.9% | -4.5% |
| 3M | +15.2% | +12.6% | +2.6% | +9.0% |
| 6M | +18.8% | +14.4% | +4.5% | +11.1% |
| YTD | +21.0% | +19.6% | +1.4% | +10.6% |
| 1Y | +34.0% | +33.9% | +0.1% | +16.1% |
| 3Y | +95.3% | +27.1% | +68.2% | +70.1% |
| 5Y | +40.4% | +48.5% | -8.2% | +12.2% |
| All | +109.7% | +126.5% | -16.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling