+1,321.3%
QLD vs EWJ
+118.7%
+1,202.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | -5.0% | -5.3% | -1.2% |
| 30D | -26.1% | -10.2% | -15.8% | -9.7% |
| 3M | -17.8% | -7.2% | -10.5% | -5.4% |
| 6M | -15.6% | -3.2% | -12.4% | -8.8% |
| YTD | +5.4% | +9.9% | -4.5% | -10.9% |
| 1Y | +5.2% | +11.0% | -5.7% | -12.6% |
| 3Y | +139.4% | +57.3% | +82.1% | +2.0% |
| 5Y | +66.7% | +41.3% | +25.4% | -7.0% |
| All | +1,321.3% | +118.7% | +1,202.7% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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