+36.0%
QQQI vs ADVB
-89.4%
+125.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.2% |
| 7D | +0.8% | -13.0% | +13.8% | +0.9% |
| 30D | +0.2% | +7.5% | -7.3% | +0.1% |
| 3M | +2.3% | +129.1% | -126.8% | +0.5% |
| 6M | +11.6% | +71.7% | -60.1% | +9.3% |
| YTD | +11.3% | +45.5% | -34.2% | +9.4% |
| 1Y | +17.4% | -2.7% | +20.2% | +15.9% |
| All | +36.0% | -89.4% | +125.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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