+6.9%
EMB vs QS
-74.8%
+81.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | 0.0% |
| 7D | 0.0% | -4.2% | +4.2% | +0.2% |
| 30D | -0.3% | -15.7% | +15.4% | +0.3% |
| 3M | -0.3% | -28.7% | +28.4% | +0.6% |
| 6M | +0.7% | -23.2% | +24.0% | +1.2% |
| YTD | +1.3% | -49.9% | +51.2% | +3.0% |
| 1Y | +4.7% | -38.8% | +43.5% | +5.1% |
| 3Y | +30.1% | -24.0% | +54.1% | +25.7% |
| 5Y | +6.9% | -75.6% | +82.5% | +4.5% |
| All | +6.9% | -74.8% | +81.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling