+77.5%
QQQ vs EMR
+87.8%
-10.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | +2.8% | +0.8% | +2.2% |
| 30D | -6.7% | +3.7% | -10.4% | -8.3% |
| 3M | -7.0% | +2.0% | -9.1% | -8.0% |
| 6M | -4.7% | +22.1% | -26.8% | -13.8% |
| YTD | +11.1% | +27.2% | -16.2% | -3.4% |
| 1Y | +12.3% | +32.0% | -19.7% | -4.3% |
| 3Y | +83.3% | +103.3% | -19.9% | +19.1% |
| All | +77.5% | +87.8% | -10.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling