+146.0%
QLD vs UMC
+131.8%
+14.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.4% |
| 7D | +7.0% | +11.2% | -4.2% | +2.0% |
| 30D | -14.3% | -28.0% | +13.7% | -1.1% |
| 3M | -16.0% | -20.5% | +4.5% | -8.2% |
| 6M | -14.2% | -1.6% | -12.7% | -17.9% |
| YTD | +12.8% | +99.4% | -86.6% | -30.7% |
| 1Y | +14.1% | +120.4% | -106.3% | -34.8% |
| 3Y | +146.0% | +134.2% | +11.7% | +31.1% |
| All | +146.0% | +131.8% | +14.2% | +31.1% |
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