+1,351.8%
QLD vs AR
+44.3%
+1,307.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.7% |
| 7D | -10.3% | -14.3% | +4.0% | -8.0% |
| 30D | -26.1% | +1.4% | -27.5% | -26.3% |
| 3M | -17.8% | +3.4% | -21.1% | -18.6% |
| 6M | -15.6% | -2.1% | -13.5% | -16.0% |
| YTD | +5.4% | +4.7% | +0.7% | +2.8% |
| 1Y | +5.2% | +10.6% | -5.3% | +1.5% |
| 3Y | +139.4% | +24.6% | +114.9% | +124.7% |
| 5Y | +66.7% | +71.9% | -5.2% | +47.1% |
| All | +1,351.8% | +44.3% | +1,307.5% | +1,307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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