+550.5%
EME vs QID
-80.2%
+630.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | +0.1% |
| 7D | +0.9% | +2.7% | -1.8% | +2.1% |
| 30D | -8.4% | +3.3% | -11.7% | -7.0% |
| 3M | -3.6% | -5.5% | +1.9% | -3.8% |
| 6M | +3.6% | -28.4% | +32.0% | -5.7% |
| YTD | +22.5% | -26.6% | +49.1% | +13.4% |
| 1Y | +18.2% | -34.1% | +52.3% | +6.9% |
| 3Y | +238.4% | -73.7% | +312.0% | +153.9% |
| 5Y | +550.5% | -80.7% | +631.2% | +387.6% |
| All | +550.5% | -80.2% | +630.7% | +387.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling