-42.5%
ALB vs QID
-80.7%
+38.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.8% |
| 7D | -4.4% | -2.7% | -1.7% | -5.9% |
| 30D | -1.2% | +1.8% | -3.0% | -0.2% |
| 3M | -13.3% | -2.2% | -11.1% | -13.0% |
| 6M | -19.8% | -32.1% | +12.4% | -33.5% |
| YTD | -7.9% | -28.6% | +20.6% | -20.5% |
| 1Y | +60.2% | -36.3% | +96.5% | +31.7% |
| 3Y | -26.4% | -74.4% | +48.0% | -57.2% |
| 5Y | -42.5% | -80.8% | +38.2% | -62.8% |
| All | -42.5% | -80.7% | +38.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling