+1,315.8%
QLD vs URA
+262.4%
+1,053.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.3% | -7.5% | -9.6% |
| 7D | -18.6% | -13.3% | -5.3% | -11.2% |
| 30D | -28.3% | -25.9% | -2.4% | -14.3% |
| 3M | -20.4% | -27.8% | +7.4% | -4.1% |
| 6M | -14.3% | -42.8% | +28.6% | +17.8% |
| YTD | +2.8% | -27.5% | +30.3% | +19.6% |
| 1Y | -1.2% | -35.1% | +33.9% | +22.3% |
| 3Y | +135.3% | +31.1% | +104.3% | +76.6% |
| 5Y | +62.6% | +29.8% | +32.8% | +18.1% |
| All | +1,315.8% | +262.4% | +1,053.4% | +348.0% |
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