-14.3%
QLD vs ESI
-29.0%
+14.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.0% | -4.7% | -7.3% |
| 7D | -18.6% | -13.1% | -5.5% | -10.4% |
| 30D | -28.3% | -18.5% | -9.8% | -18.0% |
| 3M | -20.4% | -19.6% | -0.8% | -8.4% |
| 6M | -14.3% | -29.8% | +15.5% | +6.2% |
| All | -14.3% | -29.0% | +14.7% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling