+30.6%
EEM vs QS
-37.9%
+68.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -0.7% | -5.0% | +4.3% | 0.0% |
| 30D | +2.4% | -18.3% | +20.7% | +5.3% |
| 3M | +4.2% | -26.0% | +30.2% | +7.9% |
| 6M | +14.8% | -24.0% | +38.8% | +18.7% |
| YTD | +23.1% | -50.3% | +73.4% | +30.2% |
| All | +30.6% | -37.9% | +68.5% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling