-46.7%
QS vs EME
+949.3%
-996.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | -0.5% |
| 7D | -3.6% | +3.5% | -7.2% | -5.5% |
| 30D | -17.2% | -6.3% | -10.9% | -14.2% |
| 3M | -27.0% | -3.8% | -23.2% | -26.2% |
| 6M | -24.6% | +8.5% | -33.1% | -28.4% |
| YTD | -49.3% | +27.8% | -77.1% | -56.1% |
| 1Y | -40.3% | +22.2% | -62.6% | -46.9% |
| 3Y | -23.8% | +253.5% | -277.3% | -66.2% |
| 5Y | -75.0% | +578.6% | -653.6% | -92.4% |
| All | -46.7% | +949.3% | -996.0% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling