+1,851.8%
UNP vs QLD
+9,036.4%
-7,184.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +10.3% | -8.4% | +18.6% | +11.9% |
| 6M | +9.7% | +32.2% | -22.5% | -3.7% |
| YTD | +27.1% | +28.9% | -1.8% | +12.2% |
| 1Y | +32.6% | +43.8% | -11.3% | +11.3% |
| 3Y | +40.0% | +176.6% | -136.6% | -14.6% |
| 5Y | +50.8% | +121.6% | -70.7% | -9.0% |
| 10Y | +278.6% | +1,652.9% | -1,374.3% | -24.2% |
| All | +1,851.8% | +9,036.4% | -7,184.6% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling