+114.3%
ADI vs QLD
+66.7%
+47.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.7% |
| 7D | -12.8% | -10.3% | -2.6% | -7.5% |
| 30D | -11.3% | -26.1% | +14.7% | +4.3% |
| 3M | -3.4% | -17.8% | +14.4% | +7.3% |
| 6M | -12.0% | -15.6% | +3.5% | -4.0% |
| YTD | +35.3% | +5.4% | +29.9% | +30.3% |
| 1Y | +58.1% | +5.2% | +52.8% | +52.1% |
| 3Y | +127.4% | +139.4% | -12.1% | +39.6% |
| All | +114.3% | +66.7% | +47.5% | +46.4% |
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