+1,564.8%
QQQ vs EME
+19,966.0%
-18,401.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.5% |
| 7D | +1.0% | +2.7% | -1.7% | +0.1% |
| 30D | -0.6% | -6.8% | +6.2% | +1.5% |
| 3M | +1.3% | -8.8% | +10.1% | +3.5% |
| 6M | +18.1% | +5.0% | +13.2% | +14.7% |
| YTD | +16.9% | +23.5% | -6.6% | +7.0% |
| 1Y | +24.0% | +21.3% | +2.7% | +12.9% |
| 3Y | +95.6% | +241.1% | -145.4% | +21.7% |
| 5Y | +94.5% | +549.2% | -454.6% | -3.8% |
| 10Y | +571.7% | +1,306.4% | -734.7% | +140.6% |
| All | +1,564.8% | +19,966.0% | -18,401.2% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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