+744.8%
QQQ vs EWZ
+439.1%
+305.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +1.0% | -0.1% | +1.0% | +1.0% |
| 30D | -0.6% | +8.2% | -8.8% | -3.4% |
| 3M | +1.3% | +13.3% | -12.0% | -3.1% |
| 6M | +18.1% | +3.6% | +14.5% | +16.3% |
| YTD | +16.9% | +21.0% | -4.1% | +8.8% |
| 1Y | +24.0% | +34.7% | -10.7% | +11.0% |
| 3Y | +95.6% | +48.3% | +47.3% | +67.6% |
| 5Y | +94.5% | +60.1% | +34.4% | +57.8% |
| 10Y | +571.7% | +92.6% | +479.2% | +361.1% |
| All | +744.8% | +439.1% | +305.7% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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