+63.0%
EWZ vs QS
-62.6%
+125.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.5% | +1.6% |
| 7D | +0.8% | -14.0% | +14.8% | +1.5% |
| 30D | -24.4% | -6.4% | -18.0% | -24.2% |
| 3M | -4.6% | -40.3% | +35.7% | -2.3% |
| 6M | -11.6% | -57.5% | +45.9% | -8.3% |
| YTD | +2.4% | -64.7% | +67.1% | +6.7% |
| 1Y | +2.1% | -72.9% | +75.0% | +7.5% |
| 3Y | +18.7% | -33.5% | +52.2% | +16.3% |
| 5Y | +54.2% | -90.5% | +144.7% | +55.8% |
| All | +63.0% | -62.6% | +125.7% | +60.4% |
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 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