+212.8%
EWY vs QS
-26.0%
+238.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.1% |
| 7D | +1.2% | -5.0% | +6.2% | +1.9% |
| 30D | +9.3% | -18.3% | +27.6% | +12.1% |
| 3M | +2.4% | -26.0% | +28.4% | +6.0% |
| 6M | +40.3% | -24.0% | +64.3% | +45.5% |
| YTD | +88.0% | -50.3% | +138.3% | +100.4% |
| 1Y | +143.8% | -38.0% | +181.8% | +153.5% |
| All | +212.8% | -26.0% | +238.8% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling