+866.1%
QQQ vs ESI
+226.4%
+639.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +1.5% | +5.4% | -3.9% | +0.1% |
| 30D | -0.6% | -4.2% | +3.5% | +0.4% |
| 3M | +0.4% | -9.6% | +10.0% | +2.6% |
| 6M | +20.1% | +18.3% | +1.7% | +13.6% |
| YTD | +17.2% | +45.8% | -28.6% | +4.4% |
| 1Y | +24.7% | +39.2% | -14.5% | +12.1% |
| 3Y | +96.2% | +86.3% | +9.9% | +61.5% |
| 5Y | +94.4% | +76.2% | +18.2% | +61.1% |
| 10Y | +556.7% | +306.8% | +249.9% | +342.3% |
| All | +866.1% | +226.4% | +639.6% | +591.7% |
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