+62.6%
QLD vs ARWR
-29.8%
+92.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.8% | -5.9% | -10.7% |
| 7D | -18.6% | -5.0% | -13.6% | -17.1% |
| 30D | -28.3% | -6.6% | -21.7% | -26.6% |
| 3M | -20.4% | -33.9% | +13.5% | -10.3% |
| 6M | -14.3% | -23.3% | +9.0% | -8.8% |
| YTD | +2.8% | -13.5% | +16.2% | +4.3% |
| 1Y | -1.2% | +42.5% | -43.8% | -16.1% |
| 3Y | +135.3% | +104.1% | +31.2% | +50.1% |
| 5Y | +62.6% | -28.8% | +91.4% | +41.6% |
| All | +62.6% | -29.8% | +92.4% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling