+278.9%
UNP vs QLD
+1,468.8%
-1,189.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | +4.2% | +7.0% | -2.8% | +2.3% |
| 30D | +5.6% | -14.3% | +19.9% | +9.3% |
| 3M | +2.0% | -16.0% | +18.0% | +5.9% |
| 6M | +15.4% | -14.2% | +29.6% | +17.5% |
| YTD | +32.7% | +12.8% | +20.0% | +24.3% |
| 1Y | +39.4% | +14.1% | +25.4% | +29.8% |
| 3Y | +54.3% | +146.0% | -91.7% | +9.1% |
| 5Y | +39.6% | +82.0% | -42.4% | +1.6% |
| All | +278.9% | +1,468.8% | -1,189.9% | +21.3% |
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