+120.2%
ADBE vs QLD
+1,375.1%
-1,254.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -4.2% |
| 7D | -4.4% | -10.3% | +5.9% | +0.4% |
| 30D | +2.8% | -26.1% | +28.9% | +18.3% |
| 3M | -8.0% | -17.8% | +9.7% | -0.4% |
| 6M | -4.3% | -15.6% | +11.2% | -1.6% |
| YTD | -31.6% | +5.4% | -37.0% | -38.7% |
| 1Y | -26.9% | +5.2% | -32.1% | -34.8% |
| 3Y | -57.7% | +139.4% | -197.1% | -78.4% |
| 5Y | -63.9% | +66.7% | -130.6% | -78.4% |
| All | +120.2% | +1,375.1% | -1,254.9% | -69.3% |
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