-34.5%
UPS vs QLD
+66.7%
-101.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.1% |
| 7D | 0.0% | -10.3% | +10.3% | +2.7% |
| 30D | +17.3% | -26.1% | +43.4% | +26.3% |
| 3M | +6.6% | -17.8% | +24.4% | +11.2% |
| 6M | +12.0% | -15.6% | +27.6% | +15.1% |
| YTD | +14.4% | +5.4% | +9.0% | +10.0% |
| 1Y | +23.3% | +5.2% | +18.1% | +18.3% |
| 3Y | -9.6% | +139.4% | -149.1% | -34.9% |
| All | -34.5% | +66.7% | -101.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling