+21.2%
UL vs QID
-73.9%
+95.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.7% |
| 7D | -3.2% | -1.9% | -1.3% | -3.2% |
| 30D | -0.6% | +1.7% | -2.3% | -0.6% |
| 3M | +9.4% | -3.9% | +13.3% | +9.5% |
| 6M | -4.1% | -30.0% | +25.9% | -4.3% |
| YTD | -2.0% | -28.2% | +26.2% | -2.1% |
| 1Y | -9.0% | -35.6% | +26.7% | -9.2% |
| All | +21.2% | -73.9% | +95.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling