+147.8%
EWY vs QSR
+28.6%
+119.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.3% |
| 7D | -0.1% | -4.0% | +3.9% | -0.6% |
| 30D | +7.3% | +2.8% | +4.6% | +7.8% |
| 3M | -5.1% | +5.1% | -10.2% | -4.4% |
| 6M | +42.1% | +8.8% | +33.3% | +43.2% |
| YTD | +94.1% | +14.8% | +79.3% | +97.1% |
| 1Y | +147.8% | +25.7% | +122.1% | +144.5% |
| All | +147.8% | +28.6% | +119.2% | +144.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling