+6,176.9%
QLD vs EMB
+132.1%
+6,044.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.1% | -0.3% | +0.2% | +0.4% |
| 3M | -8.4% | -0.4% | -7.9% | -7.3% |
| 6M | +32.2% | +0.1% | +32.1% | +33.4% |
| YTD | +28.9% | +1.6% | +27.3% | +27.3% |
| 1Y | +43.8% | +5.6% | +38.2% | +34.3% |
| 3Y | +176.6% | +29.8% | +146.8% | +96.6% |
| 5Y | +121.6% | +7.3% | +114.3% | +109.0% |
| 10Y | +1,652.9% | +30.4% | +1,622.5% | +1,342.3% |
| All | +6,176.9% | +132.1% | +6,044.8% | +4,295.5% |
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