+33.8%
UL vs QID
-76.9%
+110.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.2% |
| 7D | +1.1% | -7.1% | +8.3% | +0.7% |
| 30D | +4.5% | +12.6% | -8.1% | +5.3% |
| 3M | +6.5% | +14.2% | -7.8% | +7.5% |
| 6M | +18.2% | +6.2% | +12.0% | +18.8% |
| YTD | +4.7% | -21.8% | +26.5% | +2.8% |
| 1Y | +0.8% | -23.1% | +23.9% | -1.2% |
| 3Y | +35.9% | -71.3% | +107.2% | +20.4% |
| All | +33.8% | -76.9% | +110.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling