+19.0%
EWZ vs QS
-30.4%
+49.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.4% |
| 7D | -1.5% | +5.4% | -6.9% | -1.9% |
| 30D | -24.5% | -5.3% | -19.2% | -24.3% |
| 3M | -10.7% | -22.6% | +11.9% | -9.4% |
| 6M | -19.1% | -46.2% | +27.1% | -16.3% |
| YTD | +1.6% | -58.9% | +60.5% | +6.2% |
| 1Y | +4.3% | -73.1% | +77.4% | +11.2% |
| 3Y | +19.0% | -27.2% | +46.2% | +14.0% |
| All | +19.0% | -30.4% | +49.4% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling