+172.4%
EMR vs QS
-62.6%
+235.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.3% |
| 7D | +2.8% | -14.0% | +16.9% | +3.7% |
| 30D | +3.7% | -6.4% | +10.0% | +4.0% |
| 3M | +2.0% | -40.3% | +42.3% | +4.8% |
| 6M | +22.1% | -57.5% | +79.6% | +27.4% |
| YTD | +27.2% | -64.7% | +91.9% | +33.6% |
| 1Y | +32.0% | -72.9% | +104.9% | +40.3% |
| 3Y | +103.3% | -33.5% | +136.7% | +100.4% |
| 5Y | +88.2% | -90.5% | +178.7% | +88.8% |
| All | +172.4% | -62.6% | +235.0% | +179.1% |
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