+324.5%
EWY vs QSR
+205.8%
+118.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -0.1% | -4.0% | +3.9% | +1.3% |
| 30D | +7.3% | +2.8% | +4.6% | +6.3% |
| 3M | -5.1% | +5.1% | -10.2% | -7.2% |
| 6M | +42.1% | +8.8% | +33.3% | +36.7% |
| YTD | +94.1% | +14.8% | +79.3% | +82.4% |
| 1Y | +147.8% | +25.7% | +122.1% | +124.5% |
| 3Y | +222.9% | +27.5% | +195.4% | +186.6% |
| 5Y | +150.6% | +41.3% | +109.4% | +111.3% |
| 10Y | +304.4% | +133.8% | +170.6% | +171.0% |
| All | +324.5% | +205.8% | +118.7% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling