+1,344.7%
EME vs QID
-99.2%
+1,443.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +3.6% |
| 7D | +3.5% | +1.3% | +2.2% | +4.1% |
| 30D | -6.3% | +2.9% | -9.3% | -5.1% |
| 3M | -3.8% | -0.7% | -3.0% | -2.2% |
| 6M | +8.5% | -29.7% | +38.2% | -1.4% |
| YTD | +27.8% | -27.9% | +55.7% | +18.0% |
| 1Y | +22.2% | -34.6% | +56.8% | +10.6% |
| 3Y | +253.5% | -73.5% | +327.0% | +160.3% |
| 5Y | +578.6% | -81.0% | +659.6% | +403.2% |
| All | +1,344.7% | -99.2% | +1,443.8% | +336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling