+28.6%
EWZ vs Q
+71.3%
-42.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +4.8% | -11.1% | +16.0% | +6.8% |
| 3M | +9.9% | -22.1% | +32.0% | +13.9% |
| 6M | +1.9% | +0.5% | +1.5% | -2.3% |
| YTD | +20.3% | +47.8% | -27.5% | +7.7% |
| All | +28.6% | +71.3% | -42.8% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling