+904.5%
QQQ vs EWY
+1,254.6%
-350.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | +1.0% | +6.7% | -5.7% | -2.0% |
| 30D | -0.6% | +17.0% | -17.6% | -8.0% |
| 3M | +1.3% | +3.7% | -2.3% | -2.9% |
| 6M | +18.1% | +42.5% | -24.4% | -5.3% |
| YTD | +16.9% | +96.2% | -79.4% | -20.7% |
| 1Y | +24.0% | +160.4% | -136.4% | -26.9% |
| 3Y | +95.6% | +231.7% | -136.1% | +1.3% |
| 5Y | +94.5% | +153.3% | -58.8% | +14.1% |
| 10Y | +571.7% | +308.8% | +262.9% | +207.9% |
| All | +904.5% | +1,254.6% | -350.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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