-71.3%
QS vs EME
-3.1%
-68.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.6% | +17.2% | +12.7% |
| 7D | +4.5% | -5.8% | +10.3% | +6.8% |
| 30D | -4.1% | -17.9% | +13.8% | +6.5% |
| 3M | -22.1% | -22.0% | -0.2% | -10.8% |
| 6M | -38.4% | -29.7% | -8.7% | -21.6% |
| YTD | -57.5% | +4.7% | -62.2% | -65.1% |
| 1Y | -71.3% | -2.1% | -69.2% | -73.6% |
| All | -71.3% | -3.1% | -68.2% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling