+127.9%
EMB vs QID
-100.0%
+227.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | -0.3% |
| 7D | -0.4% | -1.1% | +0.7% | -0.4% |
| 30D | +1.5% | +14.4% | -12.9% | +2.9% |
| 3M | -1.6% | +6.7% | -8.2% | -0.8% |
| 6M | -1.5% | +2.6% | -4.1% | -0.7% |
| YTD | -0.1% | -24.2% | +24.1% | -1.7% |
| 1Y | +0.5% | -22.3% | +22.8% | -0.9% |
| 3Y | +30.2% | -72.0% | +102.3% | +19.4% |
| 5Y | +8.6% | -78.2% | +86.7% | -0.2% |
| 10Y | +36.9% | -99.1% | +135.9% | +5.8% |
| All | +127.9% | -100.0% | +227.9% | +55.4% |
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