+121.1%
EEM vs QLD
+1,468.8%
-1,347.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +2.7% | +7.0% | -4.3% | +0.3% |
| 30D | -5.4% | -14.3% | +8.9% | -0.7% |
| 3M | -8.6% | -16.0% | +7.4% | -3.5% |
| 6M | -8.9% | -14.2% | +5.3% | -4.6% |
| YTD | +11.9% | +12.8% | -0.8% | +7.0% |
| 1Y | +13.1% | +14.1% | -1.0% | +7.6% |
| 3Y | +70.7% | +146.0% | -75.3% | +21.2% |
| 5Y | +31.8% | +82.0% | -50.3% | -2.8% |
| All | +121.1% | +1,468.8% | -1,347.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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