+34.6%
EEM vs QLD
+89.9%
-55.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | -6.2% | -15.7% | +9.5% | -1.5% |
| 3M | -5.2% | -10.0% | +4.9% | -2.4% |
| 6M | -8.1% | -11.2% | +3.1% | -5.2% |
| YTD | +14.0% | +16.4% | -2.4% | +9.0% |
| 1Y | +13.8% | +12.7% | +1.2% | +9.6% |
| 3Y | +73.7% | +152.3% | -78.5% | +31.2% |
| 5Y | +34.6% | +91.8% | -57.2% | +2.4% |
| All | +34.6% | +89.9% | -55.3% | +2.4% |
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