-100.0%
QID vs UEC
+73.5%
-173.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.3% |
| 7D | -0.6% | -6.9% | +6.3% | -1.9% |
| 30D | 0.0% | +7.6% | -7.6% | +1.9% |
| 3M | +3.7% | -18.4% | +22.1% | +2.3% |
| 6M | -29.9% | -23.3% | -6.6% | -30.2% |
| YTD | -28.8% | -1.2% | -27.6% | -24.9% |
| 1Y | -37.2% | +2.3% | -39.5% | -32.0% |
| 3Y | -73.7% | +162.3% | -236.0% | -62.8% |
| 5Y | -80.7% | +287.2% | -368.0% | -65.7% |
| 10Y | -99.1% | +1,009.6% | -1,108.7% | -97.5% |
| All | -100.0% | +73.5% | -173.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling