+293.2%
EWY vs QLD
+1,636.2%
-1,343.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +8.0% | +3.0% | +5.1% | +6.7% |
| 30D | +14.3% | -1.8% | +16.2% | +15.3% |
| 3M | +2.3% | -1.8% | +4.1% | +4.2% |
| 6M | +49.9% | +36.9% | +13.0% | +36.3% |
| YTD | +95.3% | +28.7% | +66.7% | +81.8% |
| 1Y | +161.7% | +41.9% | +119.8% | +134.9% |
| 3Y | +230.2% | +184.2% | +46.0% | +121.6% |
| 5Y | +148.1% | +122.1% | +26.0% | +70.1% |
| 10Y | +293.2% | +1,646.5% | -1,353.3% | +2.6% |
| All | +293.2% | +1,636.2% | -1,343.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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