+49.6%
ADP vs QLD
+61.4%
-11.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.7% | +13.9% | +3.6% |
| 7D | +7.4% | -18.6% | +25.9% | +11.3% |
| 30D | +17.1% | -28.3% | +45.4% | +24.1% |
| 3M | +14.4% | -20.4% | +34.8% | +18.6% |
| 6M | +47.9% | -14.3% | +62.2% | +48.5% |
| YTD | +22.1% | +2.8% | +19.3% | +16.7% |
| 1Y | +21.8% | -1.2% | +23.0% | +17.3% |
| 3Y | +50.5% | +135.3% | -84.8% | +8.2% |
| 5Y | +49.6% | +62.6% | -13.0% | +12.1% |
| All | +49.6% | +61.4% | -11.8% | +12.1% |
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