+1,315.8%
QLD vs URI
+1,357.5%
-41.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.1% | -5.6% | -8.7% |
| 7D | -18.6% | -12.9% | -5.6% | -11.7% |
| 30D | -28.3% | -3.4% | -24.9% | -26.9% |
| 3M | -20.4% | -10.0% | -10.4% | -15.8% |
| 6M | -14.3% | +12.2% | -26.5% | -20.6% |
| YTD | +2.8% | +29.8% | -27.0% | -16.3% |
| 1Y | -1.2% | +24.6% | -25.8% | -17.5% |
| 3Y | +135.3% | +137.6% | -2.3% | +29.4% |
| 5Y | +62.6% | +176.6% | -114.1% | -19.6% |
| All | +1,315.8% | +1,357.5% | -41.7% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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