+212.7%
EEM vs QID
-100.0%
+312.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.9% |
| 7D | +2.7% | -7.1% | +9.8% | -0.7% |
| 30D | -5.4% | +12.6% | -18.0% | +1.5% |
| 3M | -8.6% | +14.2% | -22.9% | -0.7% |
| 6M | -8.9% | +6.2% | -15.1% | -1.9% |
| YTD | +11.9% | -21.8% | +33.7% | +6.2% |
| 1Y | +13.1% | -23.1% | +36.2% | +6.7% |
| 3Y | +70.7% | -71.3% | +142.0% | +8.9% |
| 5Y | +31.8% | -77.0% | +108.8% | -11.8% |
| 10Y | +119.5% | -99.0% | +218.6% | -68.3% |
| All | +212.7% | -100.0% | +312.7% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling