+87.7%
EEM vs QLD
+178.0%
-90.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.3% | +0.6% | +1.8% | +2.1% |
| 30D | +4.5% | -0.1% | +4.7% | +4.5% |
| 3M | -0.1% | -8.4% | +8.3% | +2.6% |
| 6M | +16.9% | +32.2% | -15.3% | +7.1% |
| YTD | +26.2% | +28.9% | -2.7% | +16.3% |
| 1Y | +40.5% | +43.8% | -3.3% | +25.3% |
| All | +87.7% | +178.0% | -90.3% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling