+84.3%
QLD vs ESI
+39.6%
+44.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -3.8% | -6.6% | +2.8% | +2.1% |
| 30D | -20.5% | -9.8% | -10.7% | -13.3% |
| 3M | -14.6% | -11.9% | -2.7% | -5.9% |
| 6M | -14.7% | -25.1% | +10.4% | +6.2% |
| YTD | +11.2% | +31.9% | -20.7% | -20.3% |
| 1Y | +7.1% | +19.2% | -12.1% | -16.0% |
| 3Y | +141.1% | +76.2% | +64.9% | +17.9% |
| 5Y | +84.3% | +39.4% | +44.9% | +17.6% |
| All | +84.3% | +39.6% | +44.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling