-65.5%
QID vs UMAC
+473.8%
-539.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.9% |
| 7D | +1.3% | -3.4% | +4.7% | +1.1% |
| 30D | +2.9% | -15.1% | +18.0% | +2.3% |
| 3M | -0.7% | -10.8% | +10.0% | +0.2% |
| 6M | -29.7% | +15.7% | -45.4% | -26.3% |
| YTD | -27.9% | +80.1% | -108.0% | -22.0% |
| 1Y | -34.6% | +116.7% | -151.3% | -27.7% |
| All | -65.5% | +473.8% | -539.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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