+1,502.1%
QLD vs EMB
+36.5%
+1,465.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -1.9% |
| 7D | +7.0% | -0.9% | +7.9% | +9.5% |
| 30D | -14.3% | +0.4% | -14.7% | -14.9% |
| 3M | -16.0% | -3.1% | -12.9% | -9.1% |
| 6M | -14.2% | -2.1% | -12.2% | -8.8% |
| YTD | +12.8% | -1.1% | +13.8% | +17.9% |
| 1Y | +14.1% | -0.1% | +14.1% | +16.5% |
| 3Y | +146.0% | +29.6% | +116.4% | +41.4% |
| 5Y | +82.0% | +7.2% | +74.8% | +70.9% |
| All | +1,502.1% | +36.5% | +1,465.7% | +976.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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