+1,344.7%
EME vs QSR
+135.2%
+1,209.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +3.5% | -4.0% | +7.5% | +5.1% |
| 30D | -6.3% | +2.8% | -9.1% | -7.5% |
| 3M | -3.8% | +5.1% | -8.8% | -6.3% |
| 6M | +8.5% | +8.8% | -0.3% | +3.7% |
| YTD | +27.8% | +14.8% | +13.0% | +18.8% |
| 1Y | +22.2% | +25.7% | -3.5% | +8.6% |
| 3Y | +253.5% | +27.5% | +225.9% | +203.7% |
| 5Y | +578.6% | +41.3% | +537.4% | +447.2% |
| All | +1,344.7% | +135.2% | +1,209.5% | +853.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling