+55.2%
EWT vs QSR
+23.8%
+31.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -0.6% |
| 7D | -10.9% | +5.2% | -16.1% | -10.4% |
| 30D | -17.7% | +12.2% | -29.9% | -16.7% |
| 3M | -5.0% | +7.0% | -12.1% | -4.2% |
| 6M | +7.4% | -0.3% | +7.7% | +8.9% |
| YTD | +52.8% | +18.0% | +34.8% | +54.1% |
| 1Y | +55.2% | +22.6% | +32.5% | +56.4% |
| All | +55.2% | +23.8% | +31.4% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling