+139.4%
QLD vs EWT
+136.7%
+2.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | -2.0% |
| 7D | -10.3% | -11.7% | +1.5% | +3.5% |
| 30D | -26.1% | -23.2% | -2.8% | +0.6% |
| 3M | -17.8% | -12.5% | -5.3% | -4.3% |
| 6M | -15.6% | -5.9% | -9.6% | -10.3% |
| YTD | +5.4% | +40.5% | -35.1% | -32.8% |
| 1Y | +5.2% | +43.7% | -38.5% | -34.8% |
| 3Y | +139.4% | +136.6% | +2.8% | -21.3% |
| All | +139.4% | +136.7% | +2.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling