+253.5%
EME vs QID
-73.7%
+327.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +3.3% |
| 7D | +3.5% | +1.3% | +2.2% | +4.3% |
| 30D | -6.3% | +2.9% | -9.3% | -4.6% |
| 3M | -3.8% | -0.7% | -3.0% | -2.0% |
| 6M | +8.5% | -29.7% | +38.2% | -6.1% |
| YTD | +27.8% | -27.9% | +55.7% | +13.1% |
| 1Y | +22.2% | -34.6% | +56.8% | +5.1% |
| 3Y | +253.5% | -73.5% | +327.0% | +159.5% |
| All | +253.5% | -73.7% | +327.2% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling