+9,127.5%
QLD vs UL
+442.8%
+8,684.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.7% |
| 30D | -0.1% | +0.5% | -0.6% | -0.8% |
| 3M | -8.4% | +17.6% | -26.0% | -22.3% |
| 6M | +32.2% | -5.4% | +37.6% | +34.2% |
| YTD | +28.9% | +0.7% | +28.2% | +22.8% |
| 1Y | +43.8% | -9.3% | +53.1% | +48.2% |
| 3Y | +176.6% | +24.5% | +152.1% | +102.4% |
| 5Y | +121.6% | +23.2% | +98.4% | +59.3% |
| 10Y | +1,652.9% | +64.5% | +1,588.4% | +821.2% |
| All | +9,127.5% | +442.8% | +8,684.6% | +1,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling