+149.4%
EWT vs QSR
+40.5%
+108.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | -4.0% | +2.9% | -0.2% |
| 30D | +4.5% | +2.8% | +1.7% | +3.7% |
| 3M | +8.3% | +5.1% | +3.2% | +6.5% |
| 6M | +54.2% | +8.8% | +45.4% | +49.8% |
| YTD | +74.6% | +14.8% | +59.7% | +66.5% |
| 1Y | +84.9% | +25.7% | +59.2% | +70.8% |
| 3Y | +197.5% | +27.5% | +170.0% | +168.0% |
| All | +149.4% | +40.5% | +108.9% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling