+84.9%
USB vs QSR
+130.9%
-46.0%
-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% | -0.5% | -0.4% |
| 7D | +1.4% | +4.5% | -3.0% | -0.5% |
| 30D | +6.4% | +9.4% | -3.0% | +2.3% |
| 3M | -4.5% | +7.5% | -12.0% | -7.7% |
| 6M | +11.4% | -0.8% | +12.2% | +11.1% |
| YTD | +17.1% | +16.9% | +0.2% | +7.8% |
| 1Y | +32.6% | +16.3% | +16.3% | +22.2% |
| 3Y | +101.8% | +25.3% | +76.5% | +76.2% |
| 5Y | +25.1% | +60.4% | -35.2% | -4.0% |
| 10Y | +84.9% | +139.2% | -54.4% | +28.8% |
| All | +84.9% | +130.9% | -46.0% | +28.8% |
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