+1,728.6%
QLD vs ULTA
+122.7%
+1,605.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | +1.9% | -1.8% | +3.7% | +2.7% |
| 30D | -1.8% | -1.2% | -0.6% | -1.7% |
| 3M | -0.1% | +13.4% | -13.5% | -6.8% |
| 6M | +32.6% | -15.6% | +48.2% | +40.6% |
| YTD | +27.9% | -10.4% | +38.3% | +31.3% |
| 1Y | +40.3% | +5.5% | +34.8% | +31.9% |
| 3Y | +182.5% | +31.0% | +151.5% | +127.8% |
| 5Y | +122.5% | +41.8% | +80.7% | +73.7% |
| 10Y | +1,728.6% | +127.0% | +1,601.6% | +969.7% |
| All | +1,728.6% | +122.7% | +1,605.9% | +969.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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