+82.1%
QLD vs EWJ
+47.4%
+34.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -3.0% |
| 7D | +7.0% | +4.0% | +3.0% | +0.4% |
| 30D | -14.3% | -4.3% | -10.1% | -6.9% |
| 3M | -16.0% | -6.8% | -9.2% | -4.6% |
| 6M | -14.2% | -0.9% | -13.3% | -11.1% |
| YTD | +12.8% | +14.3% | -1.5% | -9.6% |
| 1Y | +14.1% | +15.3% | -1.2% | -10.0% |
| 3Y | +146.0% | +65.6% | +80.3% | -4.6% |
| All | +82.1% | +47.4% | +34.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling