+1,450.1%
QLD vs ALB
+34.3%
+1,415.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.6% |
| 7D | -3.8% | +5.3% | -9.0% | -6.2% |
| 30D | -20.5% | -6.3% | -14.3% | -18.6% |
| 3M | -14.6% | -27.4% | +12.8% | -3.1% |
| 6M | -14.7% | -53.1% | +38.4% | +16.3% |
| YTD | +11.2% | -32.3% | +43.5% | +24.2% |
| 1Y | +7.1% | -7.3% | +14.4% | +2.8% |
| 3Y | +141.1% | -14.9% | +156.0% | +105.2% |
| 5Y | +84.3% | -62.0% | +146.3% | +129.0% |
| 10Y | +1,450.1% | +33.0% | +1,417.0% | +763.6% |
| All | +1,450.1% | +34.3% | +1,415.7% | +763.6% |
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