+245.4%
UNH vs QLD
+1,628.0%
-1,382.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -3.8% | -0.1% | -3.6% | -3.8% |
| 3M | +0.7% | -8.4% | +9.1% | +1.8% |
| 6M | +37.9% | +32.2% | +5.7% | +27.0% |
| YTD | +21.9% | +28.9% | -7.0% | +12.7% |
| 1Y | +31.4% | +43.8% | -12.5% | +17.8% |
| 3Y | -11.4% | +176.6% | -188.0% | -36.9% |
| 5Y | +2.5% | +121.6% | -119.0% | -26.6% |
| All | +245.4% | +1,628.0% | -1,382.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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