+97.9%
EWT vs QSR
+33.2%
+64.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.0% | +2.4% | +1.5% | +4.2% |
| 30D | +10.3% | +7.6% | +2.7% | +10.9% |
| 3M | +6.1% | +12.6% | -6.5% | +6.9% |
| 6M | +56.6% | +14.4% | +42.3% | +57.6% |
| YTD | +76.6% | +19.6% | +57.0% | +78.0% |
| 1Y | +97.9% | +33.9% | +64.0% | +102.1% |
| All | +97.9% | +33.2% | +64.6% | +102.1% |
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 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