+77.5%
QQQ vs ESI
+36.5%
+41.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +3.6% | +5.5% | -1.9% | +1.3% |
| 30D | -6.7% | -7.8% | +1.0% | -3.8% |
| 3M | -7.0% | -15.0% | +8.0% | -1.3% |
| 6M | -4.7% | -24.9% | +20.2% | +5.5% |
| YTD | +11.1% | +33.2% | -22.2% | -7.0% |
| 1Y | +12.3% | +24.9% | -12.7% | -3.4% |
| 3Y | +83.3% | +77.8% | +5.6% | +25.0% |
| All | +77.5% | +36.5% | +41.0% | +35.2% |
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