+70.8%
ESI vs QSR
+211.0%
-140.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | -4.2% | +5.9% | -10.1% | -7.1% |
| 3M | -9.6% | +10.5% | -20.1% | -14.9% |
| 6M | +18.3% | +7.7% | +10.6% | +12.2% |
| YTD | +45.8% | +16.8% | +29.0% | +31.7% |
| 1Y | +39.2% | +30.9% | +8.3% | +18.0% |
| 3Y | +86.3% | +28.2% | +58.1% | +55.6% |
| 5Y | +76.2% | +45.0% | +31.2% | +35.8% |
| 10Y | +306.8% | +127.3% | +179.5% | +117.3% |
| All | +70.8% | +211.0% | -140.1% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling