+1,520.2%
QLD vs ALB
+35.3%
+1,484.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.2% |
| 7D | -1.2% | +1.1% | -2.2% | -1.9% |
| 30D | -15.7% | -2.6% | -13.1% | -15.0% |
| 3M | -10.0% | -25.6% | +15.5% | +1.1% |
| 6M | -11.2% | -54.0% | +42.8% | +22.1% |
| YTD | +16.4% | -31.6% | +47.9% | +29.4% |
| 1Y | +12.7% | -6.6% | +19.2% | +7.8% |
| 3Y | +152.3% | -14.0% | +166.3% | +113.8% |
| 5Y | +91.8% | -62.5% | +154.3% | +140.3% |
| 10Y | +1,520.2% | +36.3% | +1,483.9% | +790.3% |
| All | +1,520.2% | +35.3% | +1,484.9% | +790.3% |
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