+12.1%
QLD vs UMC
+121.2%
-109.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | 0.0% |
| 7D | +12.5% | +17.8% | -5.3% | +6.4% |
| 30D | -15.7% | -29.6% | +13.9% | -6.3% |
| 3M | -11.9% | -18.4% | +6.5% | -6.9% |
| 6M | -10.3% | -0.1% | -10.1% | -8.7% |
| YTD | +15.6% | +104.0% | -88.4% | +1.4% |
| 1Y | +12.1% | +121.5% | -109.4% | -8.8% |
| All | +12.1% | +121.2% | -109.1% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling