+139.4%
QLD vs EME
+191.8%
-52.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -10.3% | -10.5% | +0.2% | -4.5% |
| 30D | -26.1% | -22.4% | -3.6% | -14.3% |
| 3M | -17.8% | -24.7% | +6.9% | -3.6% |
| 6M | -15.6% | -35.5% | +19.9% | +8.3% |
| YTD | +5.4% | -0.3% | +5.7% | +2.3% |
| 1Y | +5.2% | -6.7% | +12.0% | +6.4% |
| 3Y | +139.4% | +190.6% | -51.2% | +32.8% |
| All | +139.4% | +191.8% | -52.3% | +32.8% |
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