-74.4%
QID vs ESI
+82.9%
-157.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.7% |
| 7D | -2.7% | +5.4% | -8.1% | +0.8% |
| 30D | +1.8% | -4.2% | +6.0% | -0.7% |
| 3M | -2.2% | -9.6% | +7.5% | -5.3% |
| 6M | -32.1% | +18.3% | -50.5% | -18.0% |
| YTD | -28.6% | +45.8% | -74.4% | +2.8% |
| 1Y | -36.3% | +39.2% | -75.5% | -9.8% |
| 3Y | -74.4% | +86.3% | -160.7% | -48.6% |
| All | -74.4% | +82.9% | -157.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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