+1,418.0%
QLD vs UL
+102.0%
+1,316.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.8% |
| 30D | -19.6% | +7.0% | -26.6% | -23.4% |
| 3M | -14.1% | +5.8% | -19.9% | -17.8% |
| 6M | -13.6% | +16.1% | -29.7% | -23.4% |
| YTD | +12.5% | +4.5% | +8.1% | +5.8% |
| 1Y | +13.1% | -1.3% | +14.4% | +10.1% |
| 3Y | +154.7% | +35.0% | +119.8% | +86.6% |
| 5Y | +81.1% | +31.9% | +49.2% | +32.2% |
| 10Y | +1,418.0% | +99.3% | +1,318.7% | +869.8% |
| All | +1,418.0% | +102.0% | +1,316.0% | +869.8% |
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