+67.2%
QLD vs ARWR
-28.9%
+96.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | -10.3% | -2.9% | -7.4% | -9.3% |
| 30D | -26.1% | -5.4% | -20.7% | -24.7% |
| 3M | -17.8% | -32.2% | +14.5% | -8.0% |
| 6M | -15.6% | -26.5% | +10.9% | -9.0% |
| YTD | +5.4% | -12.4% | +17.8% | +6.5% |
| 1Y | +5.2% | +46.9% | -41.6% | -11.5% |
| 3Y | +139.4% | +116.0% | +23.5% | +49.3% |
| All | +67.2% | -28.9% | +96.1% | +48.8% |
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