+43.4%
UNP vs QLD
+178.0%
-134.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +10.3% | -8.4% | +18.6% | +11.1% |
| 6M | +9.7% | +32.2% | -22.5% | +3.3% |
| YTD | +27.1% | +28.9% | -1.8% | +20.0% |
| 1Y | +32.6% | +43.8% | -11.3% | +22.1% |
| All | +43.4% | +178.0% | -134.5% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling