+1,351.8%
QLD vs ESI
+312.6%
+1,039.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.2% |
| 7D | -10.3% | -8.5% | -1.7% | -4.2% |
| 30D | -26.1% | -15.7% | -10.4% | -16.4% |
| 3M | -17.8% | -18.2% | +0.5% | -5.6% |
| 6M | -15.6% | -28.8% | +13.3% | +6.0% |
| YTD | +5.4% | +26.3% | -20.9% | -15.1% |
| 1Y | +5.2% | +18.2% | -13.0% | -11.5% |
| 3Y | +139.4% | +68.1% | +71.3% | +53.0% |
| 5Y | +66.7% | +28.8% | +37.9% | +30.7% |
| All | +1,351.8% | +312.6% | +1,039.2% | +479.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling