+40.3%
QLD vs ULTA
+5.2%
+35.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | -0.1% | +13.4% | -13.5% | -1.7% |
| 6M | +32.6% | -15.6% | +48.2% | +36.4% |
| YTD | +27.9% | -10.4% | +38.3% | +30.0% |
| 1Y | +40.3% | +5.5% | +34.8% | +41.5% |
| All | +40.3% | +5.2% | +35.0% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling