+153.8%
QLD vs EWT
+164.9%
-11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | -2.0% |
| 7D | -1.2% | +3.2% | -4.4% | -4.8% |
| 30D | -15.7% | -12.3% | -3.4% | -1.7% |
| 3M | -10.0% | -3.6% | -6.4% | -6.4% |
| 6M | -11.2% | +3.1% | -14.4% | -15.1% |
| YTD | +16.4% | +57.7% | -41.4% | -35.0% |
| 1Y | +12.7% | +60.3% | -47.6% | -38.4% |
| All | +153.8% | +164.9% | -11.1% | -25.1% |
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