+65.8%
EMR vs QS
-74.8%
+140.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -0.6% |
| 7D | +0.9% | -4.2% | +5.1% | +1.3% |
| 30D | -5.0% | -15.7% | +10.7% | -3.5% |
| 3M | +5.9% | -28.7% | +34.6% | +8.8% |
| 6M | +7.3% | -23.2% | +30.6% | +9.1% |
| YTD | +14.6% | -49.9% | +64.5% | +20.6% |
| 1Y | +15.6% | -38.8% | +54.4% | +18.0% |
| 3Y | +60.2% | -24.0% | +84.2% | +51.0% |
| 5Y | +65.8% | -75.6% | +141.4% | +58.0% |
| All | +65.8% | -74.8% | +140.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling