+92.9%
QQQ vs EWY
+223.6%
-130.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | -0.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -1.2% | +7.3% | -8.5% | -3.8% |
| 3M | -0.2% | -5.1% | +4.9% | +0.2% |
| 6M | +17.9% | +42.1% | -24.1% | -1.1% |
| YTD | +16.6% | +94.1% | -77.5% | -17.4% |
| 1Y | +23.0% | +147.8% | -124.8% | -23.8% |
| 3Y | +92.9% | +222.9% | -130.0% | +1.1% |
| All | +92.9% | +223.6% | -130.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 3y: compounded portfolio wealth divided by compounded EWY 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…
3y analysis · Full analysis span regression · 6 months rolling