+80.2%
ALB vs QID
-99.1%
+179.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -1.9% |
| 7D | -7.6% | +2.7% | -10.4% | -6.3% |
| 30D | -5.6% | +3.3% | -8.9% | -4.0% |
| 3M | -16.8% | -5.5% | -11.3% | -18.0% |
| 6M | -26.3% | -28.4% | +2.1% | -36.0% |
| YTD | -13.2% | -26.6% | +13.3% | -22.7% |
| 1Y | +68.8% | -34.1% | +102.9% | +44.5% |
| 3Y | -30.7% | -73.7% | +43.0% | -56.2% |
| 5Y | -46.3% | -80.7% | +34.4% | -64.1% |
| All | +80.2% | -99.1% | +179.4% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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