+47.8%
ADP vs QLD
+140.3%
-92.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.4% |
| 7D | +3.2% | -10.3% | +13.5% | +3.8% |
| 30D | +14.9% | -26.1% | +41.0% | +16.9% |
| 3M | +11.6% | -17.8% | +29.4% | +12.5% |
| 6M | +48.5% | -15.6% | +64.0% | +48.2% |
| YTD | +20.6% | +5.4% | +15.2% | +16.3% |
| 1Y | +23.7% | +5.2% | +18.5% | +19.2% |
| 3Y | +47.8% | +139.4% | -91.7% | +20.6% |
| All | +47.8% | +140.3% | -92.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling