+534.7%
QQQ vs ESI
+318.1%
+216.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +3.6% | +5.5% | -1.9% | +1.6% |
| 30D | -6.7% | -7.8% | +1.0% | -4.2% |
| 3M | -7.0% | -15.0% | +8.0% | -2.1% |
| 6M | -4.7% | -24.9% | +20.2% | +4.1% |
| YTD | +11.1% | +33.2% | -22.2% | -3.1% |
| 1Y | +12.3% | +24.9% | -12.7% | +0.1% |
| 3Y | +83.3% | +77.8% | +5.6% | +40.0% |
| 5Y | +77.5% | +37.1% | +40.3% | +45.7% |
| All | +534.7% | +318.1% | +216.6% | +260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling