+1,502.1%
QLD vs EWT
+448.9%
+1,053.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.0% | +9.1% | -2.1% | -6.0% |
| 30D | -14.3% | -12.2% | -2.1% | +2.5% |
| 3M | -16.0% | -9.4% | -6.6% | -4.4% |
| 6M | -14.2% | +2.7% | -16.9% | -20.1% |
| YTD | +12.8% | +53.3% | -40.5% | -43.8% |
| 1Y | +14.1% | +59.2% | -45.1% | -46.4% |
| 3Y | +146.0% | +157.1% | -11.1% | -46.7% |
| 5Y | +82.0% | +119.6% | -37.6% | -45.3% |
| All | +1,502.1% | +448.9% | +1,053.2% | +41.3% |
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