+27.2%
UPS vs QLD
+8.6%
+18.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +1.7% | -3.8% | +5.5% | +2.2% |
| 30D | +17.4% | -20.5% | +38.0% | +21.5% |
| 3M | +7.7% | -14.6% | +22.4% | +9.8% |
| 6M | +13.8% | -14.7% | +28.5% | +14.8% |
| YTD | +17.3% | +11.2% | +6.1% | +10.4% |
| 1Y | +27.2% | +7.1% | +20.1% | +20.4% |
| All | +27.2% | +8.6% | +18.6% | +20.4% |
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