+1,631.1%
QLD vs URA
+359.3%
+1,271.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.6% | +1.1% | -0.5% | -0.1% |
| 30D | -0.1% | +7.4% | -7.5% | -4.6% |
| 3M | -8.4% | -8.4% | 0.0% | -3.7% |
| 6M | +32.2% | -12.7% | +44.9% | +41.0% |
| YTD | +28.9% | +7.8% | +21.1% | +19.0% |
| 1Y | +43.8% | +19.5% | +24.4% | +21.7% |
| 3Y | +176.6% | +116.4% | +60.2% | +53.2% |
| 5Y | +121.6% | +134.3% | -12.7% | +10.5% |
| All | +1,631.1% | +359.3% | +1,271.8% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling