+9.2%
EWZ vs Q
+75.8%
-66.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | +1.3% | +4.0% | -2.7% | +0.7% |
| 30D | -26.2% | -2.3% | -23.8% | -25.9% |
| 3M | -8.6% | -7.9% | -0.7% | -7.6% |
| 6M | -17.0% | -16.0% | -1.1% | -15.8% |
| YTD | +2.2% | +51.7% | -49.5% | -9.1% |
| 1Y | +2.7% | +28.3% | -25.7% | -6.7% |
| All | +9.2% | +75.8% | -66.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling