+87.5%
QLD vs ADVB
-88.3%
+175.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.6% | -3.8% | +4.3% | +0.6% |
| 30D | -0.1% | +17.6% | -17.7% | -0.3% |
| 3M | -8.4% | +119.1% | -127.5% | -11.1% |
| 6M | +32.2% | +103.4% | -71.2% | +26.3% |
| YTD | +28.9% | +59.8% | -30.9% | +24.4% |
| 1Y | +43.8% | +8.5% | +35.3% | +39.5% |
| All | +87.5% | -88.3% | +175.8% | +147.8% |
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