+62.4%
EWY vs QS
-71.4%
+133.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -4.9% |
| 7D | -8.3% | +4.5% | -12.8% | -10.0% |
| 30D | -20.5% | -4.1% | -16.4% | -19.5% |
| 3M | -11.1% | -22.1% | +11.0% | -2.2% |
| 6M | -7.0% | -38.4% | +31.4% | +13.0% |
| YTD | +56.5% | -57.5% | +114.0% | +99.9% |
| 1Y | +62.4% | -71.3% | +133.7% | +116.9% |
| All | +62.4% | -71.4% | +133.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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