+1,351.8%
QLD vs URI
+1,374.0%
-22.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -10.3% | -9.8% | -0.5% | -4.7% |
| 30D | -26.1% | +1.7% | -27.8% | -26.7% |
| 3M | -17.8% | -9.1% | -8.7% | -13.5% |
| 6M | -15.6% | +9.9% | -25.4% | -20.9% |
| YTD | +5.4% | +31.2% | -25.8% | -14.7% |
| 1Y | +5.2% | +25.9% | -20.7% | -12.6% |
| 3Y | +139.4% | +147.4% | -7.9% | +28.7% |
| 5Y | +66.7% | +179.7% | -113.0% | -18.1% |
| All | +1,351.8% | +1,374.0% | -22.2% | +257.5% |
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