+94.5%
QQQ vs EMB
+7.1%
+87.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -0.3% | -0.4% | -0.3% |
| 3M | +1.3% | -0.3% | +1.6% | +1.8% |
| 6M | +18.1% | +0.7% | +17.4% | +17.4% |
| YTD | +16.9% | +1.3% | +15.6% | +15.4% |
| 1Y | +24.0% | +4.7% | +19.3% | +17.6% |
| 3Y | +95.6% | +30.1% | +65.5% | +44.8% |
| 5Y | +94.5% | +6.9% | +87.6% | +87.2% |
| All | +94.5% | +7.1% | +87.4% | +87.2% |
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