+84.1%
EWZ vs QID
-99.1%
+183.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | +5.6% | -2.7% | +8.3% | +4.6% |
| 30D | +9.3% | +1.8% | +7.5% | +10.0% |
| 3M | +15.7% | -2.2% | +17.9% | +15.8% |
| 6M | +7.4% | -32.1% | +39.6% | -4.8% |
| YTD | +22.7% | -28.6% | +51.3% | +11.3% |
| 1Y | +36.4% | -36.3% | +72.7% | +19.6% |
| 3Y | +50.4% | -74.4% | +124.8% | +0.8% |
| 5Y | +67.6% | -80.8% | +148.4% | +14.9% |
| 10Y | +84.1% | -99.1% | +183.2% | -67.6% |
| All | +84.1% | -99.1% | +183.2% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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