+513.6%
EWT vs QSR
+135.2%
+378.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | -4.0% | +2.9% | 0.0% |
| 30D | +4.5% | +2.8% | +1.7% | +3.6% |
| 3M | +8.3% | +5.1% | +3.2% | +6.3% |
| 6M | +54.2% | +8.8% | +45.4% | +49.4% |
| YTD | +74.6% | +14.8% | +59.7% | +65.9% |
| 1Y | +84.9% | +25.7% | +59.2% | +70.3% |
| 3Y | +197.5% | +27.5% | +170.0% | +169.2% |
| 5Y | +150.6% | +41.3% | +109.3% | +116.9% |
| All | +513.6% | +135.2% | +378.4% | +318.6% |
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