+1,794.8%
EME vs QSR
+205.8%
+1,589.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +3.5% | -4.0% | +7.5% | +5.0% |
| 30D | -6.3% | +2.8% | -9.1% | -7.4% |
| 3M | -3.8% | +5.1% | -8.8% | -6.2% |
| 6M | +8.5% | +8.8% | -0.3% | +4.0% |
| YTD | +27.8% | +14.8% | +13.0% | +19.3% |
| 1Y | +22.2% | +25.7% | -3.5% | +9.3% |
| 3Y | +253.5% | +27.5% | +225.9% | +206.8% |
| 5Y | +578.6% | +41.3% | +537.4% | +456.3% |
| 10Y | +1,355.6% | +133.8% | +1,221.8% | +863.4% |
| All | +1,794.8% | +205.8% | +1,589.1% | +1,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling