+51.7%
UNP vs QID
-80.7%
+132.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.2% |
| 7D | -1.7% | -1.9% | +0.2% | -2.1% |
| 30D | -2.1% | +1.7% | -3.8% | -1.8% |
| 3M | +5.4% | -3.9% | +9.4% | +5.1% |
| 6M | +13.4% | -30.0% | +43.4% | +6.4% |
| YTD | +25.0% | -28.2% | +53.2% | +18.0% |
| 1Y | +34.6% | -35.6% | +70.2% | +24.6% |
| 3Y | +43.6% | -74.3% | +117.9% | +13.9% |
| 5Y | +51.7% | -80.8% | +132.5% | +16.1% |
| All | +51.7% | -80.7% | +132.4% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling