+68.8%
EWJ vs QID
-73.3%
+142.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | +0.2% |
| 7D | -1.5% | +2.7% | -4.2% | -0.6% |
| 30D | +0.2% | +3.3% | -3.2% | +1.4% |
| 3M | +8.6% | -5.5% | +14.1% | +8.0% |
| 6M | +12.1% | -28.4% | +40.6% | +3.5% |
| YTD | +20.1% | -26.6% | +46.7% | +12.0% |
| 1Y | +25.2% | -34.1% | +59.3% | +13.8% |
| All | +68.8% | -73.3% | +142.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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