+37.9%
UNP vs QLD
+77.5%
-39.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.2% |
| 7D | -3.3% | -1.4% | -1.8% | -3.1% |
| 30D | +6.7% | -19.6% | +26.3% | +10.4% |
| 3M | +1.8% | -14.1% | +15.9% | +3.9% |
| 6M | +13.3% | -13.6% | +27.0% | +14.6% |
| YTD | +30.3% | +12.5% | +17.8% | +24.4% |
| 1Y | +36.9% | +13.1% | +23.8% | +30.3% |
| 3Y | +50.9% | +154.7% | -103.8% | +17.0% |
| 5Y | +37.9% | +81.1% | -43.1% | +4.5% |
| All | +37.9% | +77.5% | -39.6% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling