+93.9%
QQQ vs ESI
+66.0%
+27.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.8% |
| 7D | -1.3% | -2.3% | +1.1% | -0.4% |
| 30D | -1.4% | -9.0% | +7.7% | +2.3% |
| 3M | +2.3% | -13.3% | +15.5% | +7.3% |
| 6M | +16.9% | +5.3% | +11.6% | +11.4% |
| YTD | +15.6% | +37.6% | -22.0% | -3.4% |
| 1Y | +22.6% | +33.6% | -11.0% | +3.2% |
| 3Y | +93.5% | +75.8% | +17.8% | +36.1% |
| 5Y | +93.9% | +68.6% | +25.3% | +37.2% |
| All | +93.9% | +66.0% | +27.9% | +37.2% |
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 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