+9,127.5%
QLD vs EWJ
+169.8%
+8,957.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.2% |
| 7D | +0.6% | +2.5% | -1.9% | -3.1% |
| 30D | -0.1% | +3.3% | -3.4% | -4.8% |
| 3M | -8.4% | +5.0% | -13.3% | -13.8% |
| 6M | +32.2% | +11.5% | +20.7% | +13.6% |
| YTD | +28.9% | +22.4% | +6.5% | -4.3% |
| 1Y | +43.8% | +30.2% | +13.6% | -2.7% |
| 3Y | +176.6% | +72.8% | +103.8% | +24.5% |
| 5Y | +121.6% | +54.1% | +67.4% | +26.8% |
| 10Y | +1,652.9% | +140.6% | +1,512.3% | +503.6% |
| All | +9,127.5% | +169.8% | +8,957.7% | +2,963.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling