+82.1%
QLD vs ARWR
-34.9%
+117.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | +7.0% | -17.8% | +24.9% | +12.5% |
| 30D | -14.3% | -18.1% | +3.8% | -9.6% |
| 3M | -16.0% | -44.2% | +28.2% | -1.2% |
| 6M | -14.2% | -38.6% | +24.4% | -3.0% |
| YTD | +12.8% | -28.0% | +40.8% | +19.8% |
| 1Y | +14.1% | +16.1% | -2.1% | +2.1% |
| 3Y | +146.0% | +84.0% | +62.0% | +58.0% |
| All | +82.1% | -34.9% | +117.0% | +62.8% |
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