+32.2%
EEM vs QLD
+80.9%
-48.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | +2.7% | +7.0% | -4.3% | +0.5% |
| 30D | -5.4% | -14.3% | +8.9% | -1.1% |
| 3M | -8.6% | -16.0% | +7.4% | -4.0% |
| 6M | -8.9% | -14.2% | +5.3% | -5.0% |
| YTD | +11.9% | +12.8% | -0.8% | +8.0% |
| 1Y | +13.1% | +14.1% | -1.0% | +8.7% |
| 3Y | +70.7% | +146.0% | -75.3% | +29.9% |
| All | +32.2% | +80.9% | -48.7% | +2.1% |
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 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