+137.2%
EWZ vs QID
-100.0%
+237.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.9% |
| 7D | +6.5% | -0.6% | +7.1% | +6.2% |
| 30D | +4.8% | 0.0% | +4.8% | +4.9% |
| 3M | +9.9% | +3.7% | +6.2% | +13.4% |
| 6M | +1.9% | -29.9% | +31.8% | -12.7% |
| YTD | +20.3% | -28.8% | +49.1% | +4.5% |
| 1Y | +35.6% | -37.2% | +72.8% | +11.5% |
| 3Y | +43.4% | -73.7% | +117.2% | -18.3% |
| 5Y | +55.9% | -80.7% | +136.7% | -13.7% |
| 10Y | +84.2% | -99.1% | +183.3% | -77.7% |
| All | +137.2% | -100.0% | +237.2% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling