+102.5%
EWY vs QLD
+89.4%
+13.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +10.4% | +12.5% | -2.1% | +4.6% |
| 30D | -12.7% | -15.7% | +3.0% | -5.3% |
| 3M | -17.3% | -11.9% | -5.4% | -11.8% |
| 6M | -18.6% | -10.3% | -8.3% | -12.3% |
| YTD | +49.5% | +15.6% | +33.9% | +47.2% |
| 1Y | +55.0% | +12.1% | +42.8% | +54.0% |
| 3Y | +159.0% | +150.7% | +8.3% | +92.1% |
| 5Y | +102.5% | +86.6% | +15.9% | +51.3% |
| All | +102.5% | +89.4% | +13.0% | +51.3% |
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