+43.6%
EWZ vs QLD
+1,375.1%
-1,331.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | -0.2% |
| 7D | -1.5% | -10.3% | +8.8% | +1.9% |
| 30D | -24.5% | -26.1% | +1.5% | -16.9% |
| 3M | -10.7% | -17.8% | +7.1% | -5.4% |
| 6M | -19.1% | -15.6% | -3.5% | -16.1% |
| YTD | +1.6% | +5.4% | -3.8% | -3.1% |
| 1Y | +4.3% | +5.2% | -0.9% | -0.8% |
| 3Y | +19.0% | +139.4% | -120.5% | -21.0% |
| 5Y | +57.7% | +66.7% | -9.0% | +12.4% |
| All | +43.6% | +1,375.1% | -1,331.5% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling