+36.4%
EWZ vs QS
-44.4%
+80.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +5.6% | +2.2% | +3.4% | +5.4% |
| 30D | +9.3% | -8.1% | +17.3% | +10.0% |
| 3M | +15.7% | -27.0% | +42.7% | +18.4% |
| 6M | +7.4% | -16.4% | +23.9% | +8.1% |
| YTD | +22.7% | -46.4% | +69.0% | +26.6% |
| 1Y | +36.4% | -41.1% | +77.5% | +42.8% |
| All | +36.4% | -44.4% | +80.8% | +42.8% |
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