+121.0%
QLD vs ULTA
+47.1%
+73.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.3% |
| 7D | +0.6% | +9.0% | -8.4% | -3.9% |
| 30D | -0.1% | +4.6% | -4.7% | -3.0% |
| 3M | -8.4% | +22.0% | -30.3% | -18.6% |
| 6M | +32.2% | -14.7% | +46.9% | +41.4% |
| YTD | +28.9% | -6.8% | +35.7% | +30.1% |
| 1Y | +43.8% | +6.5% | +37.3% | +32.6% |
| 3Y | +176.6% | +35.6% | +141.0% | +100.1% |
| All | +121.0% | +47.1% | +73.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling