+1,579.5%
QQQ vs EMB
+132.1%
+1,447.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +0.2% | -0.3% | +0.5% | +0.5% |
| 3M | -2.8% | -0.4% | -2.4% | -2.4% |
| 6M | +18.0% | +0.1% | +17.9% | +18.1% |
| YTD | +17.3% | +1.6% | +15.7% | +16.2% |
| 1Y | +25.6% | +5.6% | +20.0% | +20.9% |
| 3Y | +93.7% | +29.8% | +63.9% | +61.2% |
| 5Y | +94.2% | +7.3% | +86.9% | +82.9% |
| 10Y | +557.9% | +30.4% | +527.4% | +464.0% |
| All | +1,579.5% | +132.1% | +1,447.3% | +1,201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling