+1,631.1%
QLD vs UAL
+118.5%
+1,512.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.6% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -0.1% | -16.1% | +16.0% | +6.4% |
| 3M | -8.4% | +6.1% | -14.5% | -10.7% |
| 6M | +32.2% | +10.8% | +21.4% | +25.7% |
| YTD | +28.9% | -0.4% | +29.3% | +26.6% |
| 1Y | +43.8% | +5.0% | +38.8% | +37.8% |
| 3Y | +176.6% | +124.0% | +52.6% | +92.1% |
| 5Y | +121.6% | +141.0% | -19.4% | +47.0% |
| All | +1,631.1% | +118.5% | +1,512.6% | +1,096.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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