+558.6%
QQQ vs UL
+66.7%
+491.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -0.6% | -3.4% | +2.8% | +0.5% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | -0.2% | +7.2% | -7.4% | -2.8% |
| 6M | +17.9% | -3.1% | +21.0% | +18.3% |
| YTD | +16.6% | -2.7% | +19.4% | +16.5% |
| 1Y | +23.0% | -10.2% | +33.2% | +26.0% |
| 3Y | +92.9% | +20.3% | +72.7% | +74.0% |
| 5Y | +95.6% | +19.9% | +75.7% | +73.4% |
| All | +558.6% | +66.7% | +491.9% | +442.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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