+133.5%
QLD vs EMB
+28.2%
+105.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.5% | -12.2% | -11.1% |
| 7D | -18.6% | -0.3% | -18.2% | -17.5% |
| 30D | -28.3% | +1.1% | -29.4% | -30.6% |
| 3M | -20.4% | -2.9% | -17.4% | -12.5% |
| 6M | -14.3% | -2.1% | -12.2% | -7.4% |
| YTD | +2.8% | -1.1% | +3.9% | +8.5% |
| 1Y | -1.2% | +0.3% | -1.5% | +0.3% |
| All | +133.5% | +28.2% | +105.3% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling