+44.6%
EEM vs QLD
+121.5%
-76.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 6M | +16.9% | +32.2% | -15.3% | +8.1% |
| YTD | +26.2% | +28.9% | -2.7% | +17.3% |
| 1Y | +40.5% | +43.8% | -3.3% | +26.6% |
| 3Y | +86.2% | +176.6% | -90.4% | +36.8% |
| All | +44.6% | +121.5% | -76.9% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling