+16.6%
EMR vs QID
-38.2%
+54.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.7% |
| 30D | -5.6% | 0.0% | -5.6% | -5.4% |
| 3M | +7.9% | +3.7% | +4.2% | +12.0% |
| 6M | +6.0% | -29.9% | +35.9% | -8.6% |
| YTD | +16.4% | -28.8% | +45.2% | +1.1% |
| 1Y | +16.6% | -37.2% | +53.8% | -5.0% |
| All | +16.6% | -38.2% | +54.8% | -5.0% |
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