+1,569.6%
QQQ vs EMR
+975.8%
+593.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | +3.1% | -1.5% | 0.0% |
| 30D | -0.6% | -3.5% | +2.9% | +1.0% |
| 3M | +0.4% | +9.8% | -9.3% | -4.5% |
| 6M | +20.1% | +10.8% | +9.3% | +13.0% |
| YTD | +17.2% | +15.9% | +1.3% | +7.0% |
| 1Y | +24.7% | +16.4% | +8.3% | +13.1% |
| 3Y | +96.2% | +62.1% | +34.1% | +47.8% |
| 5Y | +94.4% | +62.9% | +31.5% | +44.5% |
| 10Y | +556.7% | +267.8% | +288.9% | +196.8% |
| All | +1,569.6% | +975.8% | +593.7% | +303.2% |
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 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