+7,443.4%
QLD vs EMR
+596.9%
+6,846.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.1% |
| 3M | -17.8% | +3.8% | -21.6% | -20.6% |
| 6M | -15.6% | +10.5% | -26.1% | -23.6% |
| YTD | +5.4% | +23.7% | -18.3% | -16.6% |
| 1Y | +5.2% | +25.4% | -20.2% | -17.9% |
| 3Y | +139.4% | +86.6% | +52.9% | +24.1% |
| 5Y | +66.7% | +83.0% | -16.3% | -9.3% |
| 10Y | +1,422.1% | +319.5% | +1,102.6% | +221.9% |
| All | +7,443.4% | +596.9% | +6,846.5% | +864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling