+534.7%
QQQ vs EMB
+36.5%
+498.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.9% |
| 7D | +3.6% | -0.9% | +4.5% | +4.8% |
| 30D | -6.7% | +0.4% | -7.1% | -7.1% |
| 3M | -7.0% | -3.1% | -3.9% | -3.4% |
| 6M | -4.7% | -2.1% | -2.6% | -2.0% |
| YTD | +11.1% | -1.1% | +12.1% | +12.9% |
| 1Y | +12.3% | -0.1% | +12.3% | +12.8% |
| 3Y | +83.3% | +29.6% | +53.7% | +36.9% |
| 5Y | +77.5% | +7.2% | +70.3% | +65.5% |
| All | +534.7% | +36.5% | +498.2% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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