+1,553.3%
QLD vs UMC
+1,333.4%
+219.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.3% | +1.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -15.7% | -28.7% | +13.0% | +0.2% |
| 3M | -10.0% | -15.1% | +5.1% | -3.6% |
| 6M | -11.2% | +5.0% | -16.2% | -18.4% |
| YTD | +16.4% | +108.2% | -91.8% | -30.4% |
| 1Y | +12.7% | +121.7% | -109.0% | -35.1% |
| 3Y | +152.3% | +139.8% | +12.5% | +37.7% |
| 5Y | +91.8% | +85.1% | +6.7% | +18.5% |
| All | +1,553.3% | +1,333.4% | +219.9% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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