+14.7%
QLD vs ADVB
-76.7%
+91.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +1.9% |
| 7D | -9.4% | -29.5% | +20.1% | -9.6% |
| 30D | -17.1% | -66.9% | +49.8% | -18.0% |
| 3M | -10.4% | -73.7% | +63.3% | -11.6% |
| 6M | +0.7% | -64.8% | +65.5% | -0.8% |
| YTD | +17.7% | -64.0% | +81.8% | +15.9% |
| 1Y | +14.7% | -77.0% | +91.6% | +20.5% |
| All | +14.7% | -76.7% | +91.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling