+89.2%
USB vs QSR
+134.8%
-45.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.8% | +3.9% | -3.1% | -0.9% |
| 30D | +6.8% | +9.3% | -2.5% | +2.7% |
| 3M | -3.8% | +5.9% | -9.6% | -6.4% |
| 6M | +11.7% | -1.0% | +12.7% | +11.5% |
| YTD | +17.5% | +16.7% | +0.8% | +8.2% |
| 1Y | +33.8% | +18.6% | +15.2% | +22.2% |
| 3Y | +104.2% | +25.4% | +78.9% | +78.4% |
| 5Y | +26.4% | +59.0% | -32.6% | -2.5% |
| 10Y | +89.2% | +130.4% | -41.2% | +33.6% |
| All | +89.2% | +134.8% | -45.6% | +33.6% |
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