+216.0%
EEM vs QLD
+8,147.0%
-7,931.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +0.2% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | -6.2% | -15.7% | +9.5% | +1.2% |
| 3M | -5.2% | -10.0% | +4.9% | -1.0% |
| 6M | -8.1% | -11.2% | +3.1% | -3.9% |
| YTD | +14.0% | +16.4% | -2.4% | +4.3% |
| 1Y | +13.8% | +12.7% | +1.2% | +5.4% |
| 3Y | +73.7% | +152.3% | -78.5% | +0.4% |
| 5Y | +34.6% | +91.8% | -57.2% | -21.3% |
| 10Y | +123.6% | +1,520.2% | -1,396.7% | -71.0% |
| All | +216.0% | +8,147.0% | -7,931.1% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling