+7,443.4%
QLD vs UL
+458.1%
+6,985.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +4.6% |
| 7D | -10.3% | +1.1% | -11.4% | -11.5% |
| 30D | -26.1% | +8.2% | -34.3% | -31.7% |
| 3M | -17.8% | +4.5% | -22.3% | -22.1% |
| 6M | -15.6% | +12.6% | -28.1% | -26.9% |
| YTD | +5.4% | +3.5% | +1.8% | -3.4% |
| 1Y | +5.2% | -0.4% | +5.7% | -1.0% |
| 3Y | +139.4% | +36.0% | +103.5% | +59.4% |
| 5Y | +66.7% | +30.9% | +35.8% | +11.8% |
| 10Y | +1,422.1% | +97.5% | +1,324.5% | +556.0% |
| All | +7,443.4% | +458.1% | +6,985.4% | +1,054.8% |
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 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