+69.6%
QLD vs URA
+25.3%
+44.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | -0.1% |
| 7D | -10.3% | -4.1% | -6.1% | -7.7% |
| 30D | -26.1% | -19.0% | -7.1% | -15.9% |
| 3M | -17.8% | -25.1% | +7.4% | -2.8% |
| 6M | -15.6% | -44.5% | +28.9% | +18.3% |
| YTD | +5.4% | -24.3% | +29.7% | +19.3% |
| 1Y | +5.2% | -28.1% | +33.4% | +22.3% |
| 3Y | +139.4% | +40.7% | +98.8% | +62.7% |
| All | +69.6% | +25.3% | +44.2% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling