+503.0%
EWY vs QLD
+9,036.4%
-8,533.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +4.8% | +0.6% | +4.2% | +4.5% |
| 30D | +11.7% | -0.1% | +11.8% | +11.9% |
| 3M | -7.4% | -8.4% | +1.0% | -1.7% |
| 6M | +40.6% | +32.2% | +8.4% | +26.2% |
| YTD | +94.3% | +28.9% | +65.4% | +76.5% |
| 1Y | +164.3% | +43.8% | +120.5% | +127.3% |
| 3Y | +221.0% | +176.6% | +44.4% | +89.2% |
| 5Y | +139.1% | +121.6% | +17.6% | +40.7% |
| 10Y | +298.8% | +1,652.9% | -1,354.1% | -40.2% |
| All | +503.0% | +9,036.4% | -8,533.4% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling