+152.0%
QQQM vs UNP
+57.8%
+94.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | -1.2% | -2.7% | +1.5% | -0.3% |
| 3M | -0.1% | +6.5% | -6.6% | -2.6% |
| 6M | +18.0% | +14.4% | +3.6% | +11.5% |
| YTD | +16.7% | +24.8% | -8.1% | +6.4% |
| 1Y | +23.0% | +34.4% | -11.4% | +8.7% |
| 3Y | +93.3% | +43.6% | +49.8% | +63.9% |
| 5Y | +96.3% | +53.2% | +43.1% | +63.4% |
| All | +152.0% | +57.8% | +94.2% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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