+277.6%
UNP vs QID
-99.2%
+376.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -1.0% |
| 7D | -1.8% | +1.3% | -3.1% | -1.5% |
| 30D | -2.7% | +2.9% | -5.7% | -1.9% |
| 3M | +6.5% | -0.7% | +7.2% | +6.8% |
| 6M | +14.4% | -29.7% | +44.1% | +4.7% |
| YTD | +24.8% | -27.9% | +52.7% | +15.3% |
| 1Y | +34.4% | -34.6% | +69.0% | +21.2% |
| 3Y | +43.6% | -73.5% | +117.1% | +4.7% |
| 5Y | +53.2% | -81.0% | +134.2% | +11.7% |
| All | +277.6% | -99.2% | +376.8% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling