+83.6%
EEM vs QID
-73.3%
+156.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -1.4% |
| 7D | -0.7% | +2.7% | -3.4% | +0.3% |
| 30D | +2.4% | +3.3% | -0.9% | +3.7% |
| 3M | +4.2% | -5.5% | +9.7% | +3.9% |
| 6M | +14.8% | -28.4% | +43.2% | +6.8% |
| YTD | +23.1% | -26.6% | +49.7% | +15.9% |
| 1Y | +32.5% | -34.1% | +66.7% | +22.0% |
| All | +83.6% | -73.3% | +156.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling