+89.3%
QLD vs UMAC
+237.0%
-147.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.3% | -6.5% | +5.8% |
| 7D | -1.4% | -5.5% | +4.1% | -1.1% |
| 30D | -19.6% | -35.3% | +15.7% | -17.3% |
| 3M | -14.1% | -48.4% | +34.2% | -10.8% |
| 6M | -13.6% | +0.4% | -14.1% | -14.9% |
| YTD | +12.5% | +5.8% | +6.7% | +9.3% |
| 1Y | +13.1% | +27.3% | -14.1% | +8.4% |
| All | +89.3% | +237.0% | -147.7% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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