+92.6%
EWZ vs QSR
+126.5%
-34.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | -0.1% | -2.4% | +2.3% | +1.0% |
| 30D | +8.2% | +5.7% | +2.5% | +5.2% |
| 3M | +13.3% | +6.9% | +6.4% | +9.1% |
| 6M | +3.6% | +6.9% | -3.3% | -0.7% |
| YTD | +21.0% | +14.9% | +6.1% | +11.4% |
| 1Y | +34.7% | +29.1% | +5.6% | +16.2% |
| 3Y | +48.3% | +26.1% | +22.2% | +26.1% |
| 5Y | +60.1% | +42.3% | +17.8% | +24.6% |
| 10Y | +92.6% | +134.0% | -41.4% | +6.0% |
| All | +92.6% | +126.5% | -34.0% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling