+63.3%
UL vs QID
-99.1%
+162.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.1% |
| 7D | -4.1% | +2.7% | -6.8% | -3.7% |
| 30D | -1.2% | +3.3% | -4.5% | -0.7% |
| 3M | +6.0% | -5.5% | +11.5% | +5.3% |
| 6M | -5.5% | -28.4% | +22.9% | -9.6% |
| YTD | -3.3% | -26.6% | +23.2% | -7.2% |
| 1Y | -9.8% | -34.1% | +24.3% | -14.7% |
| 3Y | +20.1% | -73.7% | +93.8% | -0.6% |
| 5Y | +19.2% | -80.7% | +99.9% | -1.0% |
| All | +63.3% | -99.1% | +162.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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