-25.3%
QS vs EME
+237.6%
-262.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.3% |
| 30D | -18.3% | -8.4% | -9.9% | -14.5% |
| 3M | -26.0% | -3.6% | -22.4% | -25.2% |
| 6M | -24.0% | +3.6% | -27.6% | -25.4% |
| YTD | -50.3% | +22.5% | -72.8% | -55.0% |
| 1Y | -38.0% | +18.2% | -56.2% | -42.6% |
| All | -25.3% | +237.6% | -262.9% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling