+253.9%
UMC vs QID
-73.3%
+327.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.3% |
| 7D | +11.4% | +2.7% | +8.6% | +13.0% |
| 30D | +16.8% | +3.3% | +13.5% | +19.0% |
| 3M | +19.1% | -5.5% | +24.6% | +20.3% |
| 6M | +137.4% | -28.4% | +165.8% | +118.0% |
| YTD | +186.4% | -26.6% | +212.9% | +166.6% |
| 1Y | +229.1% | -34.1% | +263.2% | +195.7% |
| All | +253.9% | -73.3% | +327.1% | +132.1% |
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