+67.0%
EWZ vs QSR
+136.7%
-69.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | -25.5% | +7.8% | -33.3% | -28.1% |
| 3M | -4.5% | +5.5% | -10.0% | -7.3% |
| 6M | -15.3% | -0.2% | -15.1% | -15.9% |
| YTD | +3.1% | +15.4% | -12.3% | -5.5% |
| 1Y | +1.2% | +15.3% | -14.1% | -7.5% |
| 3Y | +19.3% | +23.7% | -4.5% | +2.4% |
| 5Y | +52.3% | +60.4% | -8.1% | +10.9% |
| 10Y | +67.0% | +142.2% | -75.2% | -2.4% |
| All | +67.0% | +136.7% | -69.7% | -2.4% |
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