+149.8%
QQQM vs EME
+952.0%
-802.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -1.4% | -8.4% | +7.0% | +1.2% |
| 3M | +2.2% | -3.6% | +5.8% | +2.6% |
| 6M | +16.9% | +3.6% | +13.3% | +14.3% |
| YTD | +15.7% | +22.5% | -6.9% | +6.8% |
| 1Y | +22.7% | +18.2% | +4.5% | +13.2% |
| 3Y | +93.9% | +238.4% | -144.4% | +22.9% |
| 5Y | +94.6% | +550.5% | -456.0% | -2.7% |
| All | +149.8% | +952.0% | -802.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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