-43.5%
QS vs EME
+939.3%
-982.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.6% |
| 7D | +2.2% | +5.2% | -3.0% | -0.7% |
| 30D | -8.1% | -5.4% | -2.7% | -5.3% |
| 3M | -27.0% | -6.1% | -20.9% | -25.3% |
| 6M | -16.4% | +9.7% | -26.1% | -21.2% |
| YTD | -46.4% | +26.6% | -72.9% | -53.3% |
| 1Y | -41.1% | +24.6% | -65.7% | -48.1% |
| 3Y | -18.6% | +249.6% | -268.2% | -63.7% |
| 5Y | -73.0% | +556.6% | -629.6% | -91.7% |
| All | -43.5% | +939.3% | -982.8% | -88.5% |
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