+90.2%
EWJ vs QS
-47.0%
+137.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.7% |
| 7D | +1.0% | -4.2% | +5.2% | +1.2% |
| 30D | +1.0% | -15.7% | +16.7% | +1.7% |
| 3M | +7.2% | -28.7% | +35.9% | +8.6% |
| 6M | +13.9% | -23.2% | +37.1% | +14.8% |
| YTD | +20.8% | -49.9% | +70.7% | +23.5% |
| 1Y | +26.4% | -38.8% | +65.2% | +27.6% |
| 3Y | +71.8% | -24.0% | +95.8% | +67.7% |
| 5Y | +49.9% | -75.6% | +125.5% | +47.6% |
| All | +90.2% | -47.0% | +137.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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