+8.1%
EWZ vs QSR
+23.8%
-15.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.8% | +1.4% |
| 7D | -4.1% | +5.2% | -9.3% | -4.3% |
| 30D | -25.0% | +12.2% | -37.1% | -25.1% |
| 3M | -10.6% | +7.0% | -17.7% | -10.8% |
| 6M | -16.6% | -0.3% | -16.3% | -16.5% |
| YTD | +2.5% | +18.0% | -15.5% | +4.1% |
| 1Y | +8.1% | +22.6% | -14.6% | +8.5% |
| All | +8.1% | +23.8% | -15.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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