+249.6%
ALAB vs QLD
+85.0%
+164.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.8% | +6.9% | +5.1% |
| 7D | -5.6% | -1.4% | -4.1% | -2.5% |
| 30D | -36.6% | -19.6% | -17.0% | -14.5% |
| 3M | -35.1% | -14.1% | -21.0% | -18.1% |
| 6M | +8.5% | -13.6% | +22.2% | +42.7% |
| YTD | +30.4% | +12.5% | +17.8% | +27.8% |
| 1Y | +31.0% | +13.1% | +17.9% | +28.4% |
| All | +249.6% | +85.0% | +164.6% | +105.4% |
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 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