+85.9%
EEM vs QS
-24.6%
+110.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.1% |
| 7D | -1.3% | -3.6% | +2.4% | -1.0% |
| 30D | +2.1% | -17.2% | +19.3% | +3.7% |
| 3M | +1.0% | -27.0% | +28.0% | +3.3% |
| 6M | +15.9% | -24.6% | +40.5% | +18.2% |
| YTD | +24.6% | -49.3% | +74.0% | +29.9% |
| 1Y | +32.3% | -40.3% | +72.6% | +35.2% |
| 3Y | +85.9% | -23.8% | +109.7% | +77.6% |
| All | +85.9% | -24.6% | +110.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling