+42.6%
EWZ vs QLD
+1,338.5%
-1,295.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.2% | +2.9% |
| 7D | -4.2% | -18.6% | +14.4% | +2.5% |
| 30D | -26.1% | -28.3% | +2.1% | -17.8% |
| 3M | -12.0% | -20.4% | +8.3% | -5.7% |
| 6M | -19.3% | -14.3% | -5.0% | -16.8% |
| YTD | +0.9% | +2.8% | -1.8% | -2.9% |
| 1Y | +3.4% | -1.2% | +4.6% | +0.6% |
| 3Y | +18.6% | +135.3% | -116.7% | -20.8% |
| 5Y | +56.6% | +62.6% | -6.0% | +12.6% |
| All | +42.6% | +1,338.5% | -1,295.9% | -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