+8,175.3%
QLD vs EWT
+818.7%
+7,356.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +2.9% |
| 7D | +12.5% | +13.2% | -0.7% | -3.7% |
| 30D | -15.7% | -14.3% | -1.4% | +1.5% |
| 3M | -11.9% | -8.4% | -3.5% | -2.5% |
| 6M | -10.3% | +3.7% | -14.0% | -15.2% |
| YTD | +15.6% | +53.1% | -37.5% | -32.9% |
| 1Y | +12.1% | +55.5% | -43.4% | -36.1% |
| 3Y | +150.7% | +155.6% | -5.0% | -21.1% |
| 5Y | +86.6% | +119.3% | -32.7% | -23.8% |
| 10Y | +1,509.7% | +446.2% | +1,063.6% | +156.5% |
| All | +8,175.3% | +818.7% | +7,356.6% | +683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling