+216.1%
UNH vs QLD
+1,468.8%
-1,252.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.1% |
| 7D | +3.4% | +7.0% | -3.6% | +1.7% |
| 30D | +3.0% | -14.3% | +17.3% | +6.2% |
| 3M | +2.7% | -16.0% | +18.7% | +6.1% |
| 6M | +2.8% | -14.2% | +17.0% | +4.6% |
| YTD | +25.9% | +12.8% | +13.1% | +19.2% |
| 1Y | +25.8% | +14.1% | +11.7% | +18.6% |
| 3Y | -20.0% | +146.0% | -166.0% | -41.7% |
| 5Y | -2.8% | +82.0% | -84.9% | -26.8% |
| All | +216.1% | +1,468.8% | -1,252.7% | +13.6% |
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