+8.4%
QLD vs ESI
+19.1%
-10.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +3.8% |
| 7D | -1.4% | -3.5% | +2.0% | +0.7% |
| 30D | -19.6% | -9.3% | -10.3% | -14.9% |
| 3M | -14.1% | -12.8% | -1.3% | -7.6% |
| 6M | -13.6% | -24.6% | +11.0% | -0.2% |
| YTD | +12.5% | +32.7% | -20.2% | -2.4% |
| All | +8.4% | +19.1% | -10.7% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling