+8.1%
EWZ vs QS
-71.4%
+79.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +0.5% |
| 7D | -4.1% | +4.5% | -8.6% | -4.7% |
| 30D | -25.0% | -4.1% | -20.9% | -24.6% |
| 3M | -10.6% | -22.1% | +11.5% | -7.7% |
| 6M | -16.6% | -38.4% | +21.8% | -12.4% |
| YTD | +2.5% | -57.5% | +60.0% | +14.1% |
| 1Y | +8.1% | -71.3% | +79.4% | +29.4% |
| All | +8.1% | -71.4% | +79.5% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling