+84.3%
QLD vs EMR
+89.8%
-5.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.1% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | -20.5% | +3.5% | -24.1% | -22.6% |
| 3M | -14.6% | +5.9% | -20.6% | -19.0% |
| 6M | -14.7% | +19.4% | -34.1% | -28.0% |
| YTD | +11.2% | +27.7% | -16.5% | -15.2% |
| 1Y | +7.1% | +30.9% | -23.8% | -20.6% |
| 3Y | +141.1% | +104.2% | +36.9% | +5.7% |
| 5Y | +84.3% | +89.6% | -5.3% | -11.9% |
| All | +84.3% | +89.8% | -5.5% | -11.9% |
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