+530.4%
EWT vs QSR
+203.9%
+326.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -1.1% | -4.7% | +3.6% | +0.3% |
| 30D | +4.8% | +4.3% | +0.5% | +3.4% |
| 3M | +11.1% | +5.4% | +5.7% | +9.0% |
| 6M | +54.6% | +8.2% | +46.5% | +50.1% |
| YTD | +71.4% | +14.1% | +57.3% | +63.3% |
| 1Y | +82.1% | +28.1% | +54.0% | +66.9% |
| 3Y | +193.2% | +25.3% | +168.0% | +167.1% |
| 5Y | +146.1% | +40.4% | +105.7% | +114.0% |
| 10Y | +505.0% | +132.4% | +372.6% | +326.3% |
| All | +530.4% | +203.9% | +326.5% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling