+49.2%
EWJ vs QID
-80.2%
+129.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | +0.1% |
| 7D | -1.5% | +2.7% | -4.2% | -0.7% |
| 30D | +0.2% | +3.3% | -3.2% | +1.2% |
| 3M | +8.6% | -5.5% | +14.1% | +8.1% |
| 6M | +12.1% | -28.4% | +40.6% | +4.7% |
| YTD | +20.1% | -26.6% | +46.7% | +13.3% |
| 1Y | +25.2% | -34.1% | +59.3% | +15.4% |
| 3Y | +70.8% | -73.7% | +144.4% | +32.8% |
| 5Y | +49.2% | -80.7% | +129.8% | +16.1% |
| All | +49.2% | -80.2% | +129.4% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling