+94.4%
QLD vs UMAC
+195.7%
-101.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.8% | -0.2% |
| 7D | +12.5% | +10.1% | +2.3% | +11.7% |
| 30D | -15.7% | -39.1% | +23.4% | -12.8% |
| 3M | -11.9% | -56.2% | +44.3% | -7.4% |
| 6M | -10.3% | -16.2% | +5.9% | -10.4% |
| YTD | +15.6% | -7.1% | +22.7% | +13.3% |
| 1Y | +12.1% | +10.3% | +1.9% | +8.5% |
| All | +94.4% | +195.7% | -101.3% | +79.0% |
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