+303.5%
EWY vs QID
-99.2%
+402.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +2.5% |
| 7D | -0.1% | +1.3% | -1.4% | +0.5% |
| 30D | +7.3% | +2.9% | +4.4% | +9.0% |
| 3M | -5.1% | -0.7% | -4.4% | -2.5% |
| 6M | +42.1% | -29.7% | +71.7% | +32.4% |
| YTD | +94.1% | -27.9% | +122.0% | +83.9% |
| 1Y | +147.8% | -34.6% | +182.4% | +129.3% |
| 3Y | +222.9% | -73.5% | +296.4% | +134.9% |
| 5Y | +150.6% | -81.0% | +231.6% | +84.4% |
| All | +303.5% | -99.2% | +402.7% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling