+51.2%
EMB vs QSR
+211.0%
-159.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -0.5% | +5.9% | -6.4% | -1.3% |
| 3M | +0.3% | +10.5% | -10.1% | -1.2% |
| 6M | +1.2% | +7.7% | -6.5% | -0.1% |
| YTD | +1.5% | +16.8% | -15.3% | -1.1% |
| 1Y | +4.8% | +30.9% | -26.1% | +0.3% |
| 3Y | +30.4% | +28.2% | +2.2% | +24.1% |
| 5Y | +7.3% | +45.0% | -37.7% | -0.5% |
| 10Y | +29.7% | +127.3% | -97.6% | +8.8% |
| All | +51.2% | +211.0% | -159.8% | +22.6% |
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