-77.0%
QID vs ESI
+36.5%
-113.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.0% |
| 7D | -7.1% | +5.5% | -12.7% | -2.4% |
| 30D | +12.6% | -7.8% | +20.4% | +7.9% |
| 3M | +14.2% | -15.0% | +29.3% | +3.5% |
| 6M | +6.2% | -24.9% | +31.1% | -9.5% |
| YTD | -21.8% | +33.2% | -55.0% | +16.5% |
| 1Y | -23.1% | +24.9% | -48.1% | +8.6% |
| 3Y | -71.3% | +77.8% | -149.1% | -28.7% |
| All | -77.0% | +36.5% | -113.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling