+1,489.8%
QQQ vs EMB
+126.0%
+1,363.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +3.6% | -0.9% | +4.5% | +4.4% |
| 30D | -6.7% | +0.4% | -7.1% | -7.0% |
| 3M | -7.0% | -3.1% | -3.9% | -4.7% |
| 6M | -4.7% | -2.1% | -2.6% | -3.0% |
| YTD | +11.1% | -1.1% | +12.1% | +12.3% |
| 1Y | +12.3% | -0.1% | +12.3% | +12.7% |
| 3Y | +83.3% | +29.6% | +53.7% | +53.0% |
| 5Y | +77.5% | +7.2% | +70.3% | +68.0% |
| 10Y | +528.3% | +35.5% | +492.8% | +435.7% |
| All | +1,489.8% | +126.0% | +1,363.8% | +1,158.3% |
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 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