+1,351.8%
QLD vs ALB
+33.3%
+1,318.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.2% |
| 7D | -10.3% | +9.1% | -19.3% | -13.8% |
| 30D | -26.1% | -3.4% | -22.7% | -25.2% |
| 3M | -17.8% | -20.6% | +2.8% | -10.2% |
| 6M | -15.6% | -48.2% | +32.6% | +10.2% |
| YTD | +5.4% | -29.2% | +34.6% | +15.5% |
| 1Y | +5.2% | +10.0% | -4.8% | -6.6% |
| 3Y | +139.4% | -12.9% | +152.4% | +102.4% |
| 5Y | +66.7% | -61.3% | +128.0% | +105.9% |
| All | +1,351.8% | +33.3% | +1,318.5% | +739.5% |
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