+4,904.0%
QLD vs EMB
+126.0%
+4,778.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.5% | -12.2% | -11.9% |
| 7D | -18.6% | -0.3% | -18.2% | -18.0% |
| 30D | -28.3% | +1.1% | -29.4% | -29.4% |
| 3M | -20.4% | -2.9% | -17.4% | -16.5% |
| 6M | -14.3% | -2.1% | -12.2% | -10.8% |
| YTD | +2.8% | -1.1% | +3.9% | +5.9% |
| 1Y | -1.2% | +0.3% | -1.5% | -0.3% |
| 3Y | +135.3% | +27.7% | +107.6% | +71.7% |
| 5Y | +62.6% | +6.0% | +56.6% | +57.0% |
| 10Y | +1,384.3% | +29.1% | +1,355.2% | +1,156.2% |
| All | +4,904.0% | +126.0% | +4,778.0% | +3,556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling