+1,502.1%
QLD vs ESI
+318.1%
+1,184.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -1.9% |
| 7D | +7.0% | +5.5% | +1.5% | +3.1% |
| 30D | -14.3% | -7.8% | -6.6% | -9.0% |
| 3M | -16.0% | -15.0% | -1.0% | -6.1% |
| 6M | -14.2% | -24.9% | +10.7% | +3.8% |
| YTD | +12.8% | +33.2% | -20.5% | -12.6% |
| 1Y | +14.1% | +24.9% | -10.9% | -7.7% |
| 3Y | +146.0% | +77.8% | +68.2% | +51.0% |
| 5Y | +82.0% | +37.1% | +44.9% | +36.8% |
| All | +1,502.1% | +318.1% | +1,184.1% | +520.4% |
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