+11.5%
EEM vs Q
+68.3%
-56.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.8% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | -5.4% | -2.7% | -2.7% | -4.8% |
| 3M | -8.6% | -16.9% | +8.3% | -3.9% |
| 6M | -8.9% | -26.9% | +18.0% | -1.3% |
| YTD | +11.9% | +45.2% | -33.3% | +4.8% |
| 1Y | +13.1% | +38.1% | -25.1% | +6.3% |
| All | +11.5% | +68.3% | -56.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling