+195.6%
EEM vs QLD
+7,183.5%
-6,987.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -12.7% | +6.9% | +0.4% |
| 7D | -7.4% | -18.6% | +11.1% | +1.8% |
| 30D | -15.0% | -28.3% | +13.3% | -0.7% |
| 3M | -11.7% | -20.4% | +8.7% | -2.1% |
| 6M | -10.8% | -14.3% | +3.5% | -5.0% |
| YTD | +6.7% | +2.8% | +3.9% | +3.7% |
| 1Y | +7.4% | -1.2% | +8.6% | +6.0% |
| 3Y | +62.1% | +135.3% | -73.2% | -3.2% |
| 5Y | +28.2% | +62.6% | -34.3% | -18.5% |
| 10Y | +101.2% | +1,384.3% | -1,283.1% | -73.0% |
| All | +195.6% | +7,183.5% | -6,987.9% | -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