+293.8%
UNP vs QLD
+1,470.2%
-1,176.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +0.6% |
| 7D | -3.3% | -1.4% | -1.8% | -3.1% |
| 30D | +6.7% | -19.6% | +26.3% | +12.3% |
| 3M | +1.8% | -14.1% | +15.9% | +5.0% |
| 6M | +13.3% | -13.6% | +27.0% | +15.2% |
| YTD | +30.3% | +12.5% | +17.8% | +22.2% |
| 1Y | +36.9% | +13.1% | +23.8% | +27.8% |
| 3Y | +50.9% | +154.7% | -103.8% | +5.7% |
| 5Y | +37.9% | +81.1% | -43.1% | +0.7% |
| 10Y | +293.8% | +1,418.0% | -1,124.2% | +38.7% |
| All | +293.8% | +1,470.2% | -1,176.4% | +38.7% |
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