+184.2%
QLD vs UMC
+252.5%
-68.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.2% | -2.4% |
| 7D | +3.0% | +6.6% | -3.6% | -0.1% |
| 30D | -1.8% | +16.6% | -18.4% | -8.8% |
| 3M | -1.8% | +11.0% | -12.8% | -9.0% |
| 6M | +36.9% | +131.3% | -94.4% | -13.9% |
| YTD | +28.7% | +182.5% | -153.8% | -32.7% |
| 1Y | +41.9% | +222.3% | -180.4% | -32.9% |
| 3Y | +184.2% | +253.0% | -68.8% | +18.2% |
| All | +184.2% | +252.5% | -68.3% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling