+139.4%
QLD vs AR
+19.9%
+119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.7% |
| 7D | -10.3% | -14.3% | +4.0% | -7.1% |
| 30D | -26.1% | +1.4% | -27.5% | -26.5% |
| 3M | -17.8% | +3.4% | -21.1% | -19.0% |
| 6M | -15.6% | -2.1% | -13.5% | -16.2% |
| YTD | +5.4% | +4.7% | +0.7% | +0.2% |
| 1Y | +5.2% | +10.6% | -5.3% | -2.4% |
| 3Y | +139.4% | +24.6% | +114.9% | +114.7% |
| All | +139.4% | +19.9% | +119.5% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling