+570.7%
EME vs QSR
+40.5%
+530.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +3.5% | -4.0% | +7.5% | +4.4% |
| 30D | -6.3% | +2.8% | -9.1% | -7.0% |
| 3M | -3.8% | +5.1% | -8.8% | -5.3% |
| 6M | +8.5% | +8.8% | -0.3% | +5.6% |
| YTD | +27.8% | +14.8% | +13.0% | +22.0% |
| 1Y | +22.2% | +25.7% | -3.5% | +12.6% |
| 3Y | +253.5% | +27.5% | +225.9% | +213.1% |
| All | +570.7% | +40.5% | +530.1% | +440.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling