+173.3%
UPS vs QLD
+7,183.5%
-7,010.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.7% | +9.9% | +1.3% |
| 7D | +3.5% | -18.6% | +22.0% | +10.1% |
| 30D | +19.3% | -28.3% | +47.5% | +31.9% |
| 3M | +4.7% | -20.4% | +25.1% | +11.7% |
| 6M | +17.0% | -14.3% | +31.3% | +20.4% |
| YTD | +17.3% | +2.8% | +14.5% | +13.0% |
| 1Y | +27.4% | -1.2% | +28.6% | +23.9% |
| 3Y | -7.7% | +135.3% | -143.0% | -36.2% |
| 5Y | -32.4% | +62.6% | -95.0% | -50.5% |
| 10Y | +53.3% | +1,384.3% | -1,331.0% | -54.7% |
| All | +173.3% | +7,183.5% | -7,010.2% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling