+142.0%
EMR vs QS
-47.4%
+189.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -1.2% | -5.0% | +3.7% | -1.0% |
| 30D | -9.4% | -18.3% | +8.9% | -8.4% |
| 3M | +8.6% | -26.0% | +34.6% | +10.1% |
| 6M | +6.7% | -24.0% | +30.7% | +7.8% |
| YTD | +13.1% | -50.3% | +63.3% | +16.6% |
| 1Y | +12.7% | -38.0% | +50.7% | +14.3% |
| 3Y | +58.1% | -24.6% | +82.7% | +54.1% |
| 5Y | +63.6% | -75.4% | +139.1% | +60.5% |
| All | +142.0% | -47.4% | +189.4% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling