+1,418.0%
QLD vs ESI
+323.5%
+1,094.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +3.1% |
| 7D | -1.4% | -3.5% | +2.0% | +1.3% |
| 30D | -19.6% | -9.3% | -10.3% | -13.6% |
| 3M | -14.1% | -12.8% | -1.3% | -5.8% |
| 6M | -13.6% | -24.6% | +11.0% | +4.2% |
| YTD | +12.5% | +32.7% | -20.2% | -12.5% |
| 1Y | +13.1% | +20.3% | -7.2% | -5.7% |
| 3Y | +154.7% | +80.2% | +74.5% | +55.0% |
| 5Y | +81.1% | +40.0% | +41.1% | +34.5% |
| 10Y | +1,418.0% | +310.8% | +1,107.2% | +485.8% |
| All | +1,418.0% | +323.5% | +1,094.5% | +485.8% |
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 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