+82.1%
QLD vs EME
+410.0%
-327.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.1% |
| 7D | +7.0% | +8.4% | -1.4% | +1.4% |
| 30D | -14.3% | -11.5% | -2.8% | -7.2% |
| 3M | -16.0% | -20.6% | +4.6% | -2.7% |
| 6M | -14.2% | -28.5% | +14.3% | +6.3% |
| YTD | +12.8% | +8.0% | +4.7% | +2.2% |
| 1Y | +14.1% | +6.8% | +7.3% | +4.1% |
| 3Y | +146.0% | +213.9% | -67.9% | -19.3% |
| All | +82.1% | +410.0% | -327.9% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling