+96.4%
QQQM vs ESI
+67.8%
+28.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.6% | -4.6% | +4.1% | +1.3% |
| 30D | -1.2% | -10.5% | +9.3% | +3.2% |
| 3M | -0.1% | -19.8% | +19.7% | +8.3% |
| 6M | +18.0% | +5.8% | +12.1% | +12.2% |
| YTD | +16.7% | +38.3% | -21.6% | -2.6% |
| 1Y | +23.0% | +31.5% | -8.5% | +4.4% |
| 3Y | +93.3% | +80.7% | +12.7% | +34.3% |
| All | +96.4% | +67.8% | +28.6% | +39.2% |
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