+88.2%
EMR vs QS
-90.0%
+178.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.8% | +0.7% |
| 7D | +2.7% | -5.6% | +8.2% | +3.2% |
| 30D | +2.1% | -5.8% | +7.9% | +2.6% |
| 3M | +2.3% | -39.2% | +41.4% | +7.1% |
| 6M | +22.5% | -53.9% | +76.4% | +31.0% |
| YTD | +27.2% | -62.8% | +90.0% | +38.1% |
| 1Y | +28.0% | -73.5% | +101.5% | +43.0% |
| 3Y | +103.4% | -29.1% | +132.5% | +91.8% |
| 5Y | +88.2% | -90.0% | +178.2% | +101.5% |
| All | +88.2% | -90.0% | +178.1% | +101.5% |
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