+142.6%
EWY vs QLD
+121.5%
+21.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +11.7% | -0.1% | +11.8% | +11.9% |
| 3M | -7.4% | -8.4% | +1.0% | -2.7% |
| 6M | +40.6% | +32.2% | +8.4% | +29.8% |
| YTD | +94.3% | +28.9% | +65.4% | +81.0% |
| 1Y | +164.3% | +43.8% | +120.5% | +137.3% |
| 3Y | +221.0% | +176.6% | +44.4% | +125.3% |
| All | +142.6% | +121.5% | +21.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling