+67.6%
EWZ vs QSR
+46.1%
+21.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +9.3% | +5.9% | +3.3% | +7.4% |
| 3M | +15.7% | +10.5% | +5.2% | +12.1% |
| 6M | +7.4% | +7.7% | -0.3% | +4.6% |
| YTD | +22.7% | +16.8% | +5.9% | +16.2% |
| 1Y | +36.4% | +30.9% | +5.5% | +23.6% |
| 3Y | +50.4% | +28.2% | +22.2% | +34.7% |
| 5Y | +67.6% | +45.0% | +22.7% | +39.9% |
| All | +67.6% | +46.1% | +21.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling