+139.4%
QLD vs UL
+35.9%
+103.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +2.1% |
| 7D | -10.3% | +1.1% | -11.4% | -10.1% |
| 30D | -26.1% | +8.2% | -34.3% | -25.3% |
| 3M | -17.8% | +4.5% | -22.3% | -17.1% |
| 6M | -15.6% | +12.6% | -28.1% | -14.0% |
| YTD | +5.4% | +3.5% | +1.8% | +6.9% |
| 1Y | +5.2% | -0.4% | +5.7% | +6.7% |
| 3Y | +139.4% | +36.0% | +103.5% | +141.9% |
| All | +139.4% | +35.9% | +103.5% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling