+1,842.6%
UMC vs QID
-99.2%
+1,941.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +1.6% |
| 7D | +9.0% | +1.3% | +7.7% | +9.6% |
| 30D | +17.2% | +2.9% | +14.3% | +18.9% |
| 3M | +11.4% | -0.7% | +12.1% | +14.4% |
| 6M | +137.5% | -29.7% | +167.2% | +116.8% |
| YTD | +193.1% | -27.9% | +221.0% | +171.3% |
| 1Y | +240.3% | -34.6% | +274.9% | +205.9% |
| 3Y | +262.2% | -73.5% | +335.7% | +149.2% |
| 5Y | +143.1% | -81.0% | +224.1% | +71.8% |
| All | +1,842.6% | -99.2% | +1,941.7% | +606.0% |
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