+152.5%
QQQM vs EMB
+11.3%
+141.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -0.3% | -0.4% | -0.3% |
| 3M | +1.3% | -0.3% | +1.6% | +1.8% |
| 6M | +18.2% | +0.7% | +17.4% | +17.4% |
| YTD | +16.9% | +1.3% | +15.7% | +15.4% |
| 1Y | +24.0% | +4.7% | +19.4% | +17.5% |
| 3Y | +96.0% | +30.1% | +65.9% | +43.4% |
| 5Y | +95.2% | +6.9% | +88.3% | +93.4% |
| All | +152.5% | +11.3% | +141.3% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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