+812.2%
QQQ vs UMC
+292.9%
+519.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.4% |
| 7D | +1.0% | +13.6% | -12.6% | -2.7% |
| 30D | -0.6% | +20.8% | -21.4% | -6.1% |
| 3M | +1.3% | +16.1% | -14.8% | -4.9% |
| 6M | +18.1% | +137.3% | -119.2% | -11.0% |
| YTD | +16.9% | +193.8% | -176.9% | -18.5% |
| 1Y | +24.0% | +236.1% | -212.1% | -17.1% |
| 3Y | +95.6% | +267.1% | -171.5% | +25.5% |
| 5Y | +94.5% | +145.3% | -50.8% | +37.5% |
| 10Y | +571.7% | +1,857.3% | -1,285.6% | +137.3% |
| All | +812.2% | +292.9% | +519.4% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 all: compounded portfolio wealth divided by compounded UMC 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…
all analysis · Full analysis span regression · 6 months rolling