+7,256.1%
QLD vs EMR
+598.1%
+6,658.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.6% | -8.1% | -8.3% |
| 7D | -18.6% | -4.8% | -13.8% | -14.2% |
| 30D | -28.3% | +0.7% | -29.0% | -28.4% |
| 3M | -20.4% | +0.4% | -20.8% | -20.7% |
| 6M | -14.3% | +18.4% | -32.7% | -27.5% |
| YTD | +2.8% | +23.9% | -21.1% | -18.8% |
| 1Y | -1.2% | +24.7% | -25.9% | -22.5% |
| 3Y | +135.3% | +86.4% | +48.9% | +22.1% |
| 5Y | +62.6% | +83.3% | -20.7% | -11.6% |
| 10Y | +1,384.3% | +320.2% | +1,064.1% | +213.4% |
| All | +7,256.1% | +598.1% | +6,658.1% | +839.3% |
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