+67.2%
QLD vs URI
+166.6%
-99.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -10.3% | -9.8% | -0.5% | -4.2% |
| 30D | -26.1% | +1.7% | -27.8% | -26.8% |
| 3M | -17.8% | -9.1% | -8.7% | -13.2% |
| 6M | -15.6% | +9.9% | -25.4% | -21.4% |
| YTD | +5.4% | +31.2% | -25.8% | -17.2% |
| 1Y | +5.2% | +25.9% | -20.7% | -14.8% |
| 3Y | +139.4% | +147.4% | -7.9% | +7.7% |
| All | +67.2% | +166.6% | -99.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling