+8.1%
EWZ vs QLD
+13.1%
-5.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.2% |
| 7D | -4.1% | -9.4% | +5.3% | -1.8% |
| 30D | -25.0% | -17.1% | -7.9% | -21.4% |
| 3M | -10.6% | -10.4% | -0.2% | -8.3% |
| 6M | -16.6% | +0.7% | -17.3% | -19.3% |
| YTD | +2.5% | +17.7% | -15.3% | -8.4% |
| 1Y | +8.1% | +14.7% | -6.6% | -3.1% |
| All | +8.1% | +13.1% | -5.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling