-32.7%
UPS vs QID
-76.9%
+44.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +2.5% |
| 7D | +3.8% | -7.1% | +10.9% | +1.9% |
| 30D | +17.4% | +12.6% | +4.7% | +21.6% |
| 3M | +8.2% | +14.2% | -6.0% | +12.7% |
| 6M | +17.9% | +6.2% | +11.8% | +21.6% |
| YTD | +18.7% | -21.8% | +40.5% | +13.4% |
| 1Y | +24.8% | -23.1% | +47.9% | +18.9% |
| 3Y | -4.5% | -71.3% | +66.8% | -28.2% |
| All | -32.7% | -76.9% | +44.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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