+1,520.2%
QLD vs UL
+104.4%
+1,415.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +5.2% |
| 7D | -1.2% | -1.7% | +0.5% | -0.4% |
| 30D | -15.7% | +4.5% | -20.2% | -18.6% |
| 3M | -10.0% | +5.5% | -15.5% | -13.8% |
| 6M | -11.2% | +17.0% | -28.2% | -21.7% |
| YTD | +16.4% | +3.2% | +13.2% | +10.2% |
| 1Y | +12.7% | -1.9% | +14.5% | +9.9% |
| 3Y | +152.3% | +33.6% | +118.7% | +85.9% |
| 5Y | +91.8% | +31.5% | +60.3% | +39.9% |
| 10Y | +1,520.2% | +103.9% | +1,416.3% | +933.3% |
| All | +1,520.2% | +104.4% | +1,415.8% | +933.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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