+24.5%
USB vs QSR
+62.1%
-37.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | +4.5% | -3.0% | -0.2% |
| 30D | +6.4% | +9.4% | -3.0% | +2.9% |
| 3M | -4.5% | +7.5% | -12.0% | -7.2% |
| 6M | +11.4% | -0.8% | +12.2% | +11.3% |
| YTD | +17.1% | +16.9% | +0.2% | +8.8% |
| 1Y | +32.6% | +16.3% | +16.3% | +23.4% |
| 3Y | +101.8% | +25.3% | +76.5% | +77.5% |
| All | +24.5% | +62.1% | -37.6% | -7.6% |
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 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