+75.4%
EEM vs QS
-43.2%
+118.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | +3.1% | +2.2% | +0.9% | +3.0% |
| 30D | +4.9% | -8.1% | +12.9% | +5.3% |
| 3M | +5.2% | -27.0% | +32.3% | +6.8% |
| 6M | +20.7% | -16.4% | +37.1% | +21.6% |
| YTD | +26.5% | -46.4% | +72.8% | +29.8% |
| 1Y | +37.8% | -41.1% | +78.9% | +39.9% |
| 3Y | +91.0% | -18.6% | +109.6% | +85.1% |
| 5Y | +47.0% | -73.0% | +120.1% | +44.2% |
| All | +75.4% | -43.2% | +118.6% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling