+123.8%
EEM vs QSR
+203.9%
-80.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.7% | -4.7% | +4.0% | +0.8% |
| 30D | +2.4% | +4.3% | -1.9% | +1.0% |
| 3M | +4.2% | +5.4% | -1.3% | +2.0% |
| 6M | +14.8% | +8.2% | +6.6% | +11.0% |
| YTD | +23.1% | +14.1% | +9.0% | +16.6% |
| 1Y | +32.5% | +28.1% | +4.4% | +20.4% |
| 3Y | +85.9% | +25.3% | +60.6% | +67.5% |
| 5Y | +43.6% | +40.4% | +3.2% | +22.8% |
| 10Y | +127.2% | +132.4% | -5.2% | +54.0% |
| All | +123.8% | +203.9% | -80.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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