+121.0%
QLD vs ALB
-44.4%
+165.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +2.1% |
| 7D | +0.6% | -8.1% | +8.6% | +3.7% |
| 30D | -0.1% | +6.3% | -6.4% | -3.0% |
| 3M | -8.4% | -23.6% | +15.2% | +0.9% |
| 6M | +32.2% | -24.6% | +56.8% | +43.5% |
| YTD | +28.9% | -10.3% | +39.2% | +28.3% |
| 1Y | +43.8% | +61.5% | -17.6% | +8.6% |
| 3Y | +176.6% | -34.0% | +210.6% | +186.4% |
| All | +121.0% | -44.4% | +165.4% | +131.8% |
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