+1,418.0%
QLD vs ALK
-37.5%
+1,455.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.3% | +3.6% |
| 7D | -1.4% | +8.9% | -10.3% | -5.1% |
| 30D | -19.6% | +5.9% | -25.5% | -22.1% |
| 3M | -14.1% | -16.5% | +2.4% | -7.8% |
| 6M | -13.6% | +2.1% | -15.7% | -16.4% |
| YTD | +12.5% | -17.1% | +29.6% | +17.3% |
| 1Y | +13.1% | -2.9% | +16.0% | +9.1% |
| 3Y | +154.7% | +24.5% | +130.2% | +104.9% |
| 5Y | +81.1% | -29.1% | +110.2% | +88.7% |
| 10Y | +1,418.0% | -39.1% | +1,457.1% | +1,569.4% |
| All | +1,418.0% | -37.5% | +1,455.5% | +1,569.4% |
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