+1,351.8%
QLD vs ARWR
+906.2%
+445.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.3% |
| 7D | -10.3% | -2.9% | -7.4% | -9.5% |
| 30D | -26.1% | -5.4% | -20.7% | -25.0% |
| 3M | -17.8% | -32.2% | +14.5% | -10.4% |
| 6M | -15.6% | -26.5% | +10.9% | -10.5% |
| YTD | +5.4% | -12.4% | +17.8% | +6.6% |
| 1Y | +5.2% | +46.9% | -41.6% | -6.7% |
| 3Y | +139.4% | +116.0% | +23.5% | +76.6% |
| 5Y | +66.7% | -28.0% | +94.7% | +49.0% |
| All | +1,351.8% | +906.2% | +445.6% | +721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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