+7,443.4%
QLD vs UMC
+701.0%
+6,742.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +0.8% |
| 7D | -10.3% | -17.0% | +6.7% | -1.4% |
| 30D | -26.1% | -40.6% | +14.5% | -3.8% |
| 3M | -17.8% | -27.9% | +10.1% | -4.3% |
| 6M | -15.6% | -7.5% | -8.1% | -16.6% |
| YTD | +5.4% | +79.3% | -73.9% | -29.7% |
| 1Y | +5.2% | +92.8% | -87.6% | -32.5% |
| 3Y | +139.4% | +108.2% | +31.3% | +46.7% |
| 5Y | +66.7% | +68.4% | -1.7% | +16.5% |
| 10Y | +1,422.1% | +1,107.7% | +314.3% | +250.1% |
| All | +7,443.4% | +701.0% | +6,742.5% | +1,477.8% |
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 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