-73.7%
QID vs UEC
+146.8%
-220.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.1% |
| 7D | -1.9% | -0.2% | -1.8% | -2.0% |
| 30D | +1.7% | +1.9% | -0.2% | +2.7% |
| 3M | -3.9% | +8.9% | -12.8% | +0.3% |
| 6M | -30.0% | -14.5% | -15.5% | -28.8% |
| YTD | -28.2% | -0.7% | -27.5% | -23.4% |
| 1Y | -35.6% | -4.1% | -31.6% | -30.1% |
| All | -73.7% | +146.8% | -220.5% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling