+220.5%
EWY vs QS
-47.0%
+267.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +0.9% |
| 7D | +6.7% | -4.2% | +10.9% | +7.0% |
| 30D | +17.0% | -15.7% | +32.6% | +18.3% |
| 3M | +3.7% | -28.7% | +32.3% | +6.0% |
| 6M | +42.5% | -23.2% | +65.7% | +45.3% |
| YTD | +96.2% | -49.9% | +146.1% | +104.1% |
| 1Y | +160.4% | -38.8% | +199.2% | +166.4% |
| 3Y | +231.7% | -24.0% | +255.7% | +224.7% |
| 5Y | +153.3% | -75.6% | +228.9% | +150.5% |
| All | +220.5% | -47.0% | +267.5% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling