+67.2%
QLD vs EMR
+80.8%
-13.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -10.3% | -1.6% | -8.7% | -8.5% |
| 30D | -26.1% | +2.0% | -28.0% | -27.0% |
| 3M | -17.8% | +3.8% | -21.6% | -20.5% |
| 6M | -15.6% | +10.5% | -26.1% | -23.5% |
| YTD | +5.4% | +23.7% | -18.3% | -17.2% |
| 1Y | +5.2% | +25.4% | -20.2% | -18.7% |
| 3Y | +139.4% | +86.6% | +52.9% | +15.0% |
| All | +67.2% | +80.8% | -13.6% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling