+67.6%
EWZ vs QLD
+120.9%
-53.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +5.6% | +3.0% | +2.6% | +4.9% |
| 30D | +9.3% | -1.8% | +11.1% | +9.6% |
| 3M | +15.7% | -1.8% | +17.5% | +15.5% |
| 6M | +7.4% | +36.9% | -29.5% | -0.6% |
| YTD | +22.7% | +28.7% | -6.0% | +14.9% |
| 1Y | +36.4% | +41.9% | -5.5% | +24.9% |
| 3Y | +50.4% | +184.2% | -133.8% | +16.9% |
| 5Y | +67.6% | +122.1% | -54.5% | +33.0% |
| All | +67.6% | +120.9% | -53.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling