+79.6%
QQQ vs EMB
+7.3%
+72.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.7% |
| 7D | +6.4% | -0.7% | +7.0% | +7.3% |
| 30D | -7.5% | +0.5% | -8.0% | -8.0% |
| 3M | -4.8% | -2.5% | -2.3% | -1.7% |
| 6M | -2.5% | -2.0% | -0.5% | +0.3% |
| YTD | +12.4% | -0.9% | +13.3% | +14.1% |
| 1Y | +11.3% | -0.3% | +11.6% | +12.3% |
| 3Y | +85.0% | +29.2% | +55.8% | +38.3% |
| 5Y | +79.6% | +7.4% | +72.2% | +68.3% |
| All | +79.6% | +7.3% | +72.3% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling