+494.5%
EWY vs QID
-100.0%
+594.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | +8.0% | -2.7% | +10.8% | +6.6% |
| 30D | +14.3% | +1.8% | +12.5% | +15.8% |
| 3M | +2.3% | -2.2% | +4.5% | +5.3% |
| 6M | +49.9% | -32.1% | +82.0% | +34.2% |
| YTD | +95.3% | -28.6% | +123.9% | +80.6% |
| 1Y | +161.7% | -36.3% | +198.0% | +132.4% |
| 3Y | +230.2% | -74.4% | +304.6% | +109.9% |
| 5Y | +148.1% | -80.8% | +228.9% | +61.1% |
| 10Y | +293.2% | -99.1% | +392.3% | -35.7% |
| All | +494.5% | -100.0% | +594.4% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling