-33.7%
UPS vs QLD
+121.5%
-155.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -5.7% | -8.4% | +2.6% | -4.2% |
| 6M | -4.4% | +32.2% | -36.6% | -12.4% |
| YTD | +8.0% | +28.9% | -20.9% | -0.6% |
| 1Y | +29.0% | +43.8% | -14.8% | +14.6% |
| 3Y | -27.7% | +176.6% | -204.3% | -49.4% |
| All | -33.7% | +121.5% | -155.3% | -55.8% |
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