+1,502.1%
QLD vs ALB
+32.4%
+1,469.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | +7.0% | -5.8% | +12.8% | +9.8% |
| 30D | -14.3% | -4.5% | -9.8% | -12.8% |
| 3M | -16.0% | -28.1% | +12.1% | -4.2% |
| 6M | -14.2% | -53.2% | +38.9% | +17.1% |
| YTD | +12.8% | -33.3% | +46.1% | +26.8% |
| 1Y | +14.1% | -17.4% | +31.5% | +15.7% |
| 3Y | +146.0% | -14.1% | +160.1% | +108.1% |
| 5Y | +82.0% | -64.0% | +146.1% | +132.4% |
| All | +1,502.1% | +32.4% | +1,469.8% | +779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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