+91.6%
EWZ vs QS
-44.4%
+136.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +6.5% | -2.3% | +8.8% | +6.6% |
| 30D | +4.8% | -0.7% | +5.6% | +4.8% |
| 3M | +9.9% | -39.6% | +49.5% | +12.2% |
| 6M | +1.9% | -21.7% | +23.7% | +2.6% |
| YTD | +20.3% | -47.4% | +67.7% | +23.1% |
| 1Y | +35.6% | -28.4% | +64.0% | +35.9% |
| 3Y | +43.4% | -22.6% | +66.0% | +39.1% |
| 5Y | +55.9% | -75.6% | +131.5% | +53.4% |
| All | +91.6% | -44.4% | +136.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling