+22.3%
ADP vs QLD
+9.9%
+12.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | +0.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | +11.5% | -19.6% | +31.1% | +8.4% |
| 3M | +12.0% | -14.1% | +26.2% | +9.9% |
| 6M | +43.8% | -13.6% | +57.4% | +41.9% |
| YTD | +20.1% | +12.5% | +7.5% | +17.7% |
| All | +22.3% | +9.9% | +12.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling