+2,604.1%
QLD vs ESI
+177.3%
+2,426.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.0% | -4.7% | -8.4% |
| 7D | -18.6% | -13.1% | -5.5% | -12.0% |
| 30D | -28.3% | -18.5% | -9.8% | -19.9% |
| 3M | -20.4% | -19.6% | -0.8% | -10.8% |
| 6M | -14.3% | -29.8% | +15.5% | +2.8% |
| YTD | +2.8% | +23.9% | -21.1% | -10.0% |
| 1Y | -1.2% | +15.0% | -16.2% | -10.2% |
| 3Y | +135.3% | +64.3% | +71.0% | +78.5% |
| 5Y | +62.6% | +26.3% | +36.2% | +42.7% |
| 10Y | +1,384.3% | +321.7% | +1,062.5% | +712.9% |
| All | +2,604.1% | +177.3% | +2,426.8% | +1,667.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling