+54.5%
EWZ vs QSR
+202.3%
-147.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.8% | -2.9% | +3.7% | +2.1% |
| 30D | -24.4% | +4.1% | -28.5% | -25.8% |
| 3M | -4.6% | -0.7% | -3.9% | -4.7% |
| 6M | -11.6% | +0.4% | -12.0% | -12.5% |
| YTD | +2.4% | +13.5% | -11.1% | -5.3% |
| 1Y | +2.1% | +11.0% | -8.9% | -4.7% |
| 3Y | +18.7% | +22.0% | -3.3% | +3.1% |
| 5Y | +54.2% | +57.1% | -2.9% | +15.1% |
| 10Y | +65.9% | +138.3% | -72.4% | -4.5% |
| All | +54.5% | +202.3% | -147.7% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling