+115.0%
UMC vs QID
-21.1%
+136.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -3.6% |
| 7D | -14.7% | +9.8% | -24.5% | -7.4% |
| 30D | -32.9% | +18.9% | -51.8% | -21.7% |
| 3M | -22.2% | +9.6% | -31.7% | -14.2% |
| 6M | +25.9% | -7.8% | +33.7% | +33.5% |
| YTD | +107.9% | -23.3% | +131.2% | +106.1% |
| 1Y | +115.0% | -22.0% | +137.1% | +116.3% |
| All | +115.0% | -21.1% | +136.1% | +116.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling