+9,127.5%
QLD vs UMC
+1,101.2%
+8,026.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -2.0% |
| 7D | +0.6% | +5.0% | -4.4% | -2.0% |
| 30D | -0.1% | +7.7% | -7.8% | -4.3% |
| 3M | -8.4% | +1.7% | -10.0% | -11.7% |
| 6M | +32.2% | +113.9% | -81.7% | -15.4% |
| YTD | +28.9% | +168.9% | -140.0% | -29.3% |
| 1Y | +43.8% | +207.2% | -163.4% | -26.6% |
| 3Y | +176.6% | +227.7% | -51.1% | +36.0% |
| 5Y | +121.6% | +118.0% | +3.5% | +36.1% |
| 10Y | +1,652.9% | +1,682.1% | -29.2% | +233.9% |
| All | +9,127.5% | +1,101.2% | +8,026.3% | +1,486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling