+91.6%
QQQM vs ESI
+73.2%
+18.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.4% |
| 7D | -1.3% | -2.3% | +1.1% | -0.5% |
| 30D | -1.4% | -9.0% | +7.7% | +1.7% |
| 3M | +2.2% | -13.3% | +15.4% | +6.4% |
| 6M | +16.9% | +5.3% | +11.6% | +12.7% |
| YTD | +15.7% | +37.6% | -22.0% | 0.0% |
| 1Y | +22.7% | +33.6% | -10.9% | +6.7% |
| All | +91.6% | +73.2% | +18.4% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling