+1,351.8%
QLD vs ALK
-41.7%
+1,393.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -10.3% | +9.0% | -19.3% | -13.9% |
| 30D | -26.1% | -1.6% | -24.4% | -26.0% |
| 3M | -17.8% | -23.2% | +5.4% | -8.4% |
| 6M | -15.6% | -3.9% | -11.7% | -16.1% |
| YTD | +5.4% | -22.6% | +28.0% | +13.2% |
| 1Y | +5.2% | -5.3% | +10.6% | +2.4% |
| 3Y | +139.4% | +18.6% | +120.9% | +96.6% |
| 5Y | +66.7% | -34.4% | +101.1% | +79.6% |
| All | +1,351.8% | -41.7% | +1,393.5% | +1,604.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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