+24.5%
USB vs QSR
+57.8%
-33.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.2% |
| 7D | +1.2% | -3.9% | +5.1% | +2.7% |
| 30D | +6.3% | +5.9% | +0.4% | +4.0% |
| 3M | -6.1% | +1.7% | -7.8% | -7.0% |
| 6M | +13.0% | -1.9% | +14.8% | +13.3% |
| YTD | +16.6% | +13.6% | +2.9% | +9.4% |
| 1Y | +31.1% | +13.1% | +18.0% | +23.2% |
| 3Y | +100.9% | +21.8% | +79.1% | +78.5% |
| 5Y | +24.5% | +57.2% | -32.7% | -6.4% |
| All | +24.5% | +57.8% | -33.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling