+1,196.4%
UMC vs QID
-100.0%
+1,296.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.2% |
| 7D | +6.6% | -2.7% | +9.3% | +5.0% |
| 30D | +16.6% | +1.8% | +14.8% | +17.8% |
| 3M | +11.0% | -2.2% | +13.2% | +14.2% |
| 6M | +131.3% | -32.1% | +163.4% | +101.0% |
| YTD | +182.5% | -28.6% | +211.1% | +153.1% |
| 1Y | +222.3% | -36.3% | +258.6% | +175.2% |
| 3Y | +253.0% | -74.4% | +327.4% | +109.3% |
| 5Y | +141.8% | -80.8% | +222.6% | +54.3% |
| 10Y | +1,772.2% | -99.1% | +1,871.3% | +173.1% |
| All | +1,196.4% | -100.0% | +1,296.4% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling