+1,418.0%
QLD vs EMB
+30.9%
+1,387.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +5.3% |
| 7D | -1.4% | +0.8% | -2.3% | -3.1% |
| 30D | -19.6% | +1.5% | -21.1% | -22.3% |
| 3M | -14.1% | -1.9% | -12.2% | -9.8% |
| 6M | -13.6% | -1.6% | -12.0% | -9.3% |
| YTD | +12.5% | 0.0% | +12.5% | +14.6% |
| 1Y | +13.1% | +1.1% | +12.1% | +12.6% |
| 3Y | +154.7% | +30.9% | +123.8% | +43.8% |
| 5Y | +81.1% | +7.1% | +74.0% | +70.2% |
| 10Y | +1,418.0% | +31.1% | +1,386.8% | +999.9% |
| All | +1,418.0% | +30.9% | +1,387.1% | +999.9% |
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