+1,628.2%
QLD vs UL
+65.1%
+1,563.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | -0.1% | +0.5% | -0.6% | -0.6% |
| 3M | -8.4% | +17.6% | -26.0% | -18.7% |
| 6M | +32.2% | -5.4% | +37.6% | +34.6% |
| YTD | +28.9% | +0.7% | +28.2% | +25.0% |
| 1Y | +43.8% | -9.3% | +53.1% | +48.6% |
| 3Y | +176.6% | +24.5% | +152.1% | +116.2% |
| 5Y | +121.6% | +23.2% | +98.4% | +71.1% |
| All | +1,628.2% | +65.1% | +1,563.2% | +1,165.0% |
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