+68.6%
ESI vs QSR
+40.5%
+28.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.6% | -4.0% | -0.6% | -3.1% |
| 30D | -10.5% | +2.8% | -13.3% | -11.6% |
| 3M | -19.8% | +5.1% | -24.9% | -22.0% |
| 6M | +5.8% | +8.8% | -3.0% | +0.8% |
| YTD | +38.3% | +14.8% | +23.5% | +27.7% |
| 1Y | +31.5% | +25.7% | +5.8% | +15.8% |
| 3Y | +80.7% | +27.5% | +53.2% | +52.1% |
| All | +68.6% | +40.5% | +28.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling