+95.4%
EWZ vs QS
-43.2%
+138.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.9% |
| 7D | +5.6% | +2.2% | +3.4% | +5.5% |
| 30D | +9.3% | -8.1% | +17.3% | +9.7% |
| 3M | +15.7% | -27.0% | +42.7% | +17.1% |
| 6M | +7.4% | -16.4% | +23.9% | +7.9% |
| YTD | +22.7% | -46.4% | +69.0% | +25.4% |
| 1Y | +36.4% | -41.1% | +77.5% | +38.0% |
| 3Y | +50.4% | -18.6% | +69.0% | +45.6% |
| 5Y | +67.6% | -73.0% | +140.7% | +64.6% |
| All | +95.4% | -43.2% | +138.6% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling