+43.3%
UPS vs QLD
+1,508.4%
-1,465.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -0.6% | +12.5% | -13.1% | -4.0% |
| 30D | +16.4% | -15.7% | +32.1% | +21.6% |
| 3M | +7.9% | -11.9% | +19.8% | +10.9% |
| 6M | +15.8% | -10.3% | +26.1% | +17.4% |
| YTD | +16.6% | +15.6% | +1.0% | +8.7% |
| 1Y | +22.3% | +12.1% | +10.2% | +14.9% |
| 3Y | -6.2% | +150.7% | -156.9% | -34.6% |
| 5Y | -34.4% | +86.6% | -121.0% | -52.9% |
| All | +43.3% | +1,508.4% | -1,465.1% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling