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  • EWY vs QLD✓SelectedUSD · QLDEWY vs QLD performance historyLatest closeAs of+0.55%09/08
Stock and ETF performance explorer

EWY vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+293.2%
QLD return
+1,636.2%
Excess return
-1,343.0%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
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