+53.3%
QLD vs ADVB
-97.5%
+150.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.5% |
| 7D | -10.3% | -13.9% | +3.6% | -10.1% |
| 30D | -26.1% | -68.1% | +42.1% | -25.4% |
| 3M | -17.8% | -73.4% | +55.6% | -17.0% |
| 6M | -15.6% | -70.8% | +55.2% | -16.2% |
| YTD | +5.4% | -66.1% | +71.5% | +2.9% |
| 1Y | +5.2% | -77.5% | +82.7% | +5.2% |
| All | +53.3% | -97.5% | +150.8% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling