+116.8%
QLD vs UMAC
+494.0%
-377.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | -0.1% | -7.7% | +7.5% | 0.0% |
| 3M | -8.4% | -26.4% | +18.1% | -7.6% |
| 6M | +32.2% | +61.9% | -29.6% | +25.6% |
| YTD | +28.9% | +86.5% | -57.6% | +20.8% |
| 1Y | +43.8% | +156.3% | -112.5% | +31.8% |
| All | +116.8% | +494.0% | -377.2% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling