+552.9%
QQQ vs EMR
+274.4%
+278.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -1.3% | -1.2% | 0.0% | -0.7% |
| 30D | -1.4% | -9.4% | +8.1% | +2.8% |
| 3M | +2.3% | +8.6% | -6.3% | -1.6% |
| 6M | +16.9% | +6.7% | +10.2% | +12.7% |
| YTD | +15.6% | +13.1% | +2.6% | +7.9% |
| 1Y | +22.6% | +12.7% | +9.9% | +14.2% |
| 3Y | +93.5% | +58.1% | +35.5% | +52.7% |
| 5Y | +93.9% | +63.6% | +30.3% | +49.0% |
| All | +552.9% | +274.4% | +278.5% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling