+57.8%
EWZ vs QID
-74.8%
+132.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.2% |
| 7D | -1.5% | +9.4% | -10.9% | +0.6% |
| 30D | -24.5% | +31.2% | -55.8% | -19.8% |
| 3M | -10.7% | +17.4% | -28.1% | -7.1% |
| 6M | -19.1% | +8.4% | -27.5% | -16.7% |
| YTD | +1.6% | -15.8% | +17.4% | -0.2% |
| 1Y | +4.3% | -16.3% | +20.6% | +2.4% |
| 3Y | +19.0% | -70.4% | +89.4% | -0.7% |
| All | +57.8% | -74.8% | +132.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling