+128.3%
ADBE vs QLD
+1,463.8%
-1,335.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -3.8% | -3.8% | 0.0% | -2.8% |
| 30D | -2.3% | -20.5% | +18.2% | +8.2% |
| 3M | -13.3% | -14.6% | +1.3% | -8.0% |
| 6M | -6.5% | -14.7% | +8.2% | -4.2% |
| YTD | -32.4% | +11.2% | -43.6% | -41.1% |
| 1Y | -28.0% | +7.1% | -35.1% | -36.4% |
| 3Y | -60.4% | +141.1% | -201.5% | -79.8% |
| 5Y | -63.4% | +84.3% | -147.7% | -79.4% |
| All | +128.3% | +1,463.8% | -1,335.5% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling