+128.5%
EEM vs QID
-99.2%
+227.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +0.7% |
| 7D | -1.3% | +1.3% | -2.5% | -0.8% |
| 30D | +2.1% | +2.9% | -0.9% | +3.2% |
| 3M | +1.0% | -0.7% | +1.7% | +2.2% |
| 6M | +15.9% | -29.7% | +45.6% | +6.6% |
| YTD | +24.6% | -27.9% | +52.5% | +16.1% |
| 1Y | +32.3% | -34.6% | +66.9% | +20.3% |
| 3Y | +85.9% | -73.5% | +159.4% | +34.7% |
| 5Y | +45.4% | -81.0% | +126.4% | +6.2% |
| All | +128.5% | -99.2% | +227.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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