+176.1%
QLD vs EME
+237.8%
-61.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.7% |
| 7D | +0.6% | +1.9% | -1.3% | -0.6% |
| 30D | -0.1% | -8.3% | +8.1% | +4.8% |
| 3M | -8.4% | -10.7% | +2.4% | -2.4% |
| 6M | +32.2% | +1.9% | +30.3% | +29.3% |
| YTD | +28.9% | +23.5% | +5.4% | +11.4% |
| 1Y | +43.8% | +18.0% | +25.9% | +24.7% |
| All | +176.1% | +237.8% | -61.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling