+1,502.1%
QLD vs EMR
+277.9%
+1,224.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.2% |
| 7D | +7.0% | +2.5% | +4.5% | +4.8% |
| 30D | -14.3% | +3.3% | -17.6% | -16.2% |
| 3M | -16.0% | +1.7% | -17.7% | -16.9% |
| 6M | -14.2% | +21.7% | -35.9% | -27.5% |
| YTD | +12.8% | +26.8% | -14.0% | -10.1% |
| 1Y | +14.1% | +31.6% | -17.5% | -12.1% |
| 3Y | +146.0% | +102.5% | +43.4% | +29.1% |
| 5Y | +82.0% | +87.5% | -5.5% | +4.3% |
| All | +1,502.1% | +277.9% | +1,224.3% | +474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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