+141.9%
EWJ vs QSR
+135.2%
+6.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.3% | -4.0% | +4.3% | +1.3% |
| 30D | +0.8% | +2.8% | -2.0% | +0.1% |
| 3M | +7.5% | +5.1% | +2.4% | +5.9% |
| 6M | +15.6% | +8.8% | +6.8% | +12.6% |
| YTD | +22.7% | +14.8% | +7.9% | +17.5% |
| 1Y | +26.4% | +25.7% | +0.7% | +18.0% |
| 3Y | +72.5% | +27.5% | +45.0% | +58.6% |
| 5Y | +52.4% | +41.3% | +11.2% | +35.1% |
| All | +141.9% | +135.2% | +6.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling