+93.9%
QQQ vs EMR
+62.1%
+31.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -1.3% | -1.2% | 0.0% | -0.7% |
| 30D | -1.4% | -9.4% | +8.1% | +3.3% |
| 3M | +2.3% | +8.6% | -6.3% | -2.1% |
| 6M | +16.9% | +6.7% | +10.2% | +12.1% |
| YTD | +15.6% | +13.1% | +2.6% | +6.6% |
| 1Y | +22.6% | +12.7% | +9.9% | +12.7% |
| 3Y | +93.5% | +58.1% | +35.5% | +44.7% |
| 5Y | +93.9% | +63.6% | +30.3% | +37.4% |
| All | +93.9% | +62.1% | +31.8% | +37.4% |
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