+560.9%
EMR vs QID
-100.0%
+660.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | +7.9% | +3.7% | +4.2% | +11.6% |
| 6M | +6.0% | -29.9% | +35.9% | -6.2% |
| YTD | +16.4% | -28.8% | +45.2% | +4.3% |
| 1Y | +16.6% | -37.2% | +53.8% | 0.0% |
| 3Y | +62.9% | -73.7% | +136.6% | +6.7% |
| 5Y | +60.1% | -80.7% | +140.8% | +5.5% |
| 10Y | +268.7% | -99.1% | +367.9% | -26.5% |
| All | +560.9% | -100.0% | +660.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling