+131.7%
EMB vs QID
-100.0%
+231.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -0.6% | +0.6% | -0.1% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | -0.4% | +3.7% | -4.1% | +0.2% |
| 6M | +0.1% | -29.9% | +30.0% | -2.5% |
| YTD | +1.6% | -28.8% | +30.4% | -0.8% |
| 1Y | +5.6% | -37.2% | +42.8% | +2.1% |
| 3Y | +29.8% | -73.7% | +103.5% | +18.3% |
| 5Y | +7.3% | -80.7% | +88.0% | -2.6% |
| 10Y | +30.4% | -99.1% | +129.6% | +0.1% |
| All | +131.7% | -100.0% | +231.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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