+3,682.6%
EME vs QID
-100.0%
+3,782.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.7% |
| 7D | +5.2% | -2.7% | +7.9% | +3.7% |
| 30D | -5.4% | +1.8% | -7.1% | -4.3% |
| 3M | -6.1% | -2.2% | -3.9% | -4.6% |
| 6M | +9.7% | -32.1% | +41.8% | -5.9% |
| YTD | +26.6% | -28.6% | +55.2% | +12.4% |
| 1Y | +24.6% | -36.3% | +61.0% | +6.5% |
| 3Y | +249.6% | -74.4% | +324.0% | +116.1% |
| 5Y | +556.6% | -80.8% | +637.3% | +310.0% |
| 10Y | +1,286.6% | -99.1% | +1,385.7% | +92.4% |
| All | +3,682.6% | -100.0% | +3,782.6% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling