+1,481.8%
QQQ vs EMR
+1,080.6%
+401.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | -4.7% | +22.1% | -26.8% | -14.0% |
| YTD | +11.1% | +27.2% | -16.2% | -3.2% |
| 1Y | +12.3% | +32.0% | -19.7% | -4.0% |
| 3Y | +83.3% | +103.3% | -19.9% | +23.7% |
| 5Y | +77.5% | +88.2% | -10.7% | +23.2% |
| 10Y | +528.3% | +280.4% | +247.8% | +180.6% |
| All | +1,481.8% | +1,080.6% | +401.1% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling