+62.6%
QLD vs ALB
-61.8%
+124.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.6% | -16.3% | -14.1% |
| 7D | -18.6% | +5.5% | -24.0% | -20.4% |
| 30D | -28.3% | -7.5% | -20.8% | -26.3% |
| 3M | -20.4% | -16.9% | -3.4% | -15.4% |
| 6M | -14.3% | -49.2% | +34.9% | +9.6% |
| YTD | +2.8% | -29.9% | +32.6% | +11.9% |
| 1Y | -1.2% | +8.2% | -9.4% | -11.0% |
| 3Y | +135.3% | -19.4% | +154.7% | +106.8% |
| 5Y | +62.6% | -61.6% | +124.2% | +103.1% |
| All | +62.6% | -61.8% | +124.4% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling