+149.3%
EMR vs QS
-44.4%
+193.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | -5.6% | -0.7% | -4.9% | -5.6% |
| 3M | +7.9% | -39.6% | +47.6% | +10.6% |
| 6M | +6.0% | -21.7% | +27.7% | +7.0% |
| YTD | +16.4% | -47.4% | +63.9% | +19.7% |
| 1Y | +16.6% | -28.4% | +45.0% | +17.2% |
| 3Y | +62.9% | -22.6% | +85.5% | +58.5% |
| 5Y | +60.1% | -75.6% | +135.7% | +56.6% |
| All | +149.3% | -44.4% | +193.7% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling