+67.2%
QLD vs EMB
+6.0%
+61.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | -0.1% | -10.2% | -9.9% |
| 30D | -26.1% | +1.3% | -27.4% | -28.4% |
| 3M | -17.8% | -2.7% | -15.0% | -11.6% |
| 6M | -15.6% | -2.8% | -12.7% | -8.3% |
| YTD | +5.4% | -1.1% | +6.5% | +10.4% |
| 1Y | +5.2% | 0.0% | +5.2% | +7.5% |
| 3Y | +139.4% | +28.8% | +110.7% | +39.2% |
| All | +67.2% | +6.0% | +61.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling