+49.4%
QLD vs ADVB
-97.6%
+147.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.5% | -3.2% | -12.6% |
| 7D | -18.6% | -28.0% | +9.5% | -18.2% |
| 30D | -28.3% | -70.2% | +41.9% | -27.5% |
| 3M | -20.4% | -76.1% | +55.7% | -19.5% |
| 6M | -14.3% | -72.3% | +58.0% | -14.8% |
| YTD | +2.8% | -67.5% | +70.2% | +0.4% |
| 1Y | -1.2% | -78.6% | +77.3% | -1.2% |
| All | +49.4% | -97.6% | +147.1% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling