+217.1%
EWY vs QS
-46.4%
+263.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.1% |
| 7D | -0.1% | -3.6% | +3.6% | +0.2% |
| 30D | +7.3% | -17.2% | +24.5% | +8.7% |
| 3M | -5.1% | -27.0% | +21.8% | -3.2% |
| 6M | +42.1% | -24.6% | +66.6% | +44.9% |
| YTD | +94.1% | -49.3% | +143.4% | +101.8% |
| 1Y | +147.8% | -40.3% | +188.2% | +153.8% |
| 3Y | +222.9% | -23.8% | +246.7% | +216.0% |
| 5Y | +150.6% | -75.0% | +225.6% | +147.7% |
| All | +217.1% | -46.4% | +263.4% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling