+1,450.1%
QLD vs EWT
+414.5%
+1,035.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | +0.2% |
| 7D | -3.8% | -3.7% | -0.1% | +0.9% |
| 30D | -20.5% | -17.2% | -3.4% | +3.7% |
| 3M | -14.6% | -7.3% | -7.3% | -5.9% |
| 6M | -14.7% | -1.5% | -13.2% | -15.5% |
| YTD | +11.2% | +49.0% | -37.8% | -42.2% |
| 1Y | +7.1% | +50.6% | -43.5% | -45.2% |
| 3Y | +141.1% | +148.9% | -7.8% | -45.0% |
| 5Y | +84.3% | +116.1% | -31.8% | -43.2% |
| 10Y | +1,450.1% | +427.8% | +1,022.2% | +45.8% |
| All | +1,450.1% | +414.5% | +1,035.6% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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