+196.8%
EWY vs QLD
+1,375.1%
-1,178.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.5% | +3.0% |
| 7D | -10.4% | -10.3% | -0.1% | -5.9% |
| 30D | -25.4% | -26.1% | +0.6% | -14.9% |
| 3M | -16.5% | -17.8% | +1.2% | -8.7% |
| 6M | -24.7% | -15.6% | -9.2% | -17.0% |
| YTD | +40.9% | +5.4% | +35.6% | +43.6% |
| 1Y | +49.8% | +5.2% | +44.6% | +52.5% |
| 3Y | +134.8% | +139.4% | -4.6% | +71.4% |
| 5Y | +91.4% | +66.7% | +24.7% | +49.2% |
| All | +196.8% | +1,375.1% | -1,178.3% | -6.2% |
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