+30.6%
UPS vs QLD
+13.1%
+17.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.4% |
| 7D | +8.2% | -9.4% | +17.6% | +9.6% |
| 30D | +22.7% | -17.1% | +39.8% | +25.9% |
| 3M | +6.4% | -10.4% | +16.8% | +7.7% |
| 6M | +22.6% | +0.7% | +21.9% | +20.5% |
| YTD | +20.7% | +17.7% | +3.0% | +13.9% |
| 1Y | +30.6% | +14.7% | +16.0% | +23.3% |
| All | +30.6% | +13.1% | +17.5% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling