+25.7%
EMR vs QID
-21.1%
+46.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +1.7% |
| 7D | +1.6% | +9.8% | -8.2% | +5.7% |
| 30D | +5.0% | +18.9% | -13.9% | +13.2% |
| 3M | +7.7% | +9.6% | -1.9% | +12.6% |
| 6M | +26.8% | -7.8% | +34.6% | +24.3% |
| YTD | +29.9% | -23.3% | +53.2% | +15.8% |
| 1Y | +25.7% | -22.0% | +47.7% | +13.4% |
| All | +25.7% | -21.1% | +46.8% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling