+139.4%
QLD vs ESI
+67.9%
+71.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.2% |
| 7D | -10.3% | -8.5% | -1.7% | -4.5% |
| 30D | -26.1% | -15.7% | -10.4% | -16.9% |
| 3M | -17.8% | -18.2% | +0.5% | -6.2% |
| 6M | -15.6% | -28.8% | +13.3% | +4.9% |
| YTD | +5.4% | +26.3% | -20.9% | -15.9% |
| 1Y | +5.2% | +18.2% | -13.0% | -12.0% |
| 3Y | +139.4% | +68.1% | +71.3% | +52.1% |
| All | +139.4% | +67.9% | +71.5% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling