-5.9%
UPS vs QLD
+149.9%
-155.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.1% |
| 7D | +1.1% | -1.4% | +2.6% | +1.3% |
| 30D | +17.3% | -19.6% | +36.9% | +22.2% |
| 3M | +7.9% | -14.1% | +22.0% | +10.6% |
| 6M | +13.7% | -13.6% | +27.4% | +15.6% |
| YTD | +17.2% | +12.5% | +4.6% | +11.7% |
| 1Y | +23.2% | +13.1% | +10.1% | +17.1% |
| 3Y | -5.9% | +154.7% | -160.6% | -28.9% |
| All | -5.9% | +149.9% | -155.8% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling