+8.7%
EMB vs QS
-62.6%
+71.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | -0.1% |
| 7D | -0.9% | -14.0% | +13.1% | -0.6% |
| 30D | +0.4% | -6.4% | +6.7% | +0.4% |
| 3M | -3.1% | -40.3% | +37.1% | -2.2% |
| 6M | -2.1% | -57.5% | +55.4% | -0.6% |
| YTD | -1.1% | -64.7% | +63.6% | +0.6% |
| 1Y | -0.1% | -72.9% | +72.8% | +2.1% |
| 3Y | +29.6% | -33.5% | +63.0% | +27.9% |
| 5Y | +7.2% | -90.5% | +97.7% | +6.6% |
| All | +8.7% | -62.6% | +71.3% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling