+229.5%
EWY vs QLD
+1,468.8%
-1,239.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.7% |
| 7D | +4.2% | +7.0% | -2.8% | +1.3% |
| 30D | -10.7% | -14.3% | +3.6% | -4.3% |
| 3M | -20.1% | -16.0% | -4.1% | -13.4% |
| 6M | -24.3% | -14.2% | -10.1% | -17.4% |
| YTD | +46.9% | +12.8% | +34.1% | +45.4% |
| 1Y | +55.2% | +14.1% | +41.1% | +52.8% |
| 3Y | +157.0% | +146.0% | +11.0% | +85.0% |
| 5Y | +98.9% | +82.0% | +16.8% | +49.5% |
| All | +229.5% | +1,468.8% | -1,239.3% | +0.9% |
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