+1,542.6%
QLD vs AR
+57.2%
+1,485.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.9% |
| 7D | +12.5% | +6.4% | +6.1% | +11.3% |
| 30D | -15.7% | +3.1% | -18.8% | -16.2% |
| 3M | -11.9% | +3.3% | -15.2% | -12.7% |
| 6M | -10.3% | +6.6% | -16.8% | -12.0% |
| YTD | +15.6% | +12.3% | +3.3% | +11.5% |
| 1Y | +12.1% | +12.3% | -0.2% | +8.0% |
| 3Y | +150.7% | +50.4% | +100.2% | +128.4% |
| 5Y | +86.6% | +101.0% | -14.4% | +61.1% |
| All | +1,542.6% | +57.2% | +1,485.3% | +1,476.8% |
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