+1,418.0%
QLD vs EME
+996.0%
+422.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.3% | -0.5% | +1.9% |
| 7D | -1.4% | -4.4% | +2.9% | +1.2% |
| 30D | -19.6% | -17.3% | -2.3% | -9.0% |
| 3M | -14.1% | -20.0% | +5.9% | -1.4% |
| 6M | -13.6% | -29.1% | +15.5% | +6.7% |
| YTD | +12.5% | +6.9% | +5.6% | +3.7% |
| 1Y | +13.1% | +0.8% | +12.4% | +8.6% |
| 3Y | +154.7% | +214.4% | -59.7% | +2.6% |
| 5Y | +81.1% | +404.2% | -323.1% | -48.4% |
| 10Y | +1,418.0% | +941.9% | +476.1% | +163.2% |
| All | +1,418.0% | +996.0% | +422.0% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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