-80.8%
QID vs ESI
+74.4%
-155.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.5% |
| 7D | -1.9% | +3.9% | -5.8% | +1.3% |
| 30D | +1.7% | -3.8% | +5.5% | -1.0% |
| 3M | -3.9% | -13.1% | +9.2% | -10.9% |
| 6M | -30.0% | +11.3% | -41.3% | -16.9% |
| YTD | -28.2% | +44.1% | -72.3% | +9.4% |
| 1Y | -35.6% | +40.3% | -76.0% | -2.2% |
| 3Y | -74.3% | +84.1% | -158.3% | -38.4% |
| 5Y | -80.8% | +75.8% | -156.6% | -44.8% |
| All | -80.8% | +74.4% | -155.3% | -44.8% |
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