+12.7%
QLD vs UL
-2.4%
+15.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.3% |
| 7D | -1.2% | -1.7% | +0.5% | -1.7% |
| 30D | -15.7% | +4.5% | -20.2% | -14.6% |
| 3M | -10.0% | +5.5% | -15.5% | -8.6% |
| 6M | -11.2% | +17.0% | -28.2% | -8.0% |
| YTD | +16.4% | +3.2% | +13.2% | +19.4% |
| 1Y | +12.7% | -1.9% | +14.5% | +16.0% |
| All | +12.7% | -2.4% | +15.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling