+54.2%
EWZ vs QSR
+211.2%
-157.0%
-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% | -1.6% | -1.5% |
| 7D | +1.3% | +4.5% | -3.1% | -0.8% |
| 30D | -26.2% | +9.4% | -35.6% | -29.2% |
| 3M | -8.6% | +7.5% | -16.1% | -12.0% |
| 6M | -17.0% | -0.8% | -16.2% | -17.4% |
| YTD | +2.2% | +16.9% | -14.7% | -6.7% |
| 1Y | +2.7% | +16.3% | -13.6% | -6.3% |
| 3Y | +18.2% | +25.3% | -7.1% | +1.4% |
| 5Y | +56.0% | +60.4% | -4.4% | +15.4% |
| 10Y | +60.8% | +139.2% | -78.4% | -7.7% |
| All | +54.2% | +211.2% | -157.0% | -19.6% |
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