+100.4%
EWZ vs QID
-100.0%
+200.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | -0.6% |
| 7D | -1.5% | +9.4% | -10.9% | +3.4% |
| 30D | -24.5% | +31.2% | -55.8% | -13.2% |
| 3M | -10.7% | +17.4% | -28.1% | -2.5% |
| 6M | -19.1% | +8.4% | -27.5% | -14.0% |
| YTD | +1.6% | -15.8% | +17.4% | -3.4% |
| 1Y | +4.3% | -16.3% | +20.6% | -0.8% |
| 3Y | +19.0% | -70.4% | +89.4% | -28.3% |
| 5Y | +57.7% | -74.8% | +132.5% | +1.1% |
| 10Y | +51.3% | -99.0% | +150.3% | -80.7% |
| All | +100.4% | -100.0% | +200.4% | -95.0% |
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