+152.5%
QQQM vs ESI
+209.9%
-57.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.0% | +3.9% | -2.9% | -0.5% |
| 30D | -0.6% | -3.8% | +3.1% | +0.7% |
| 3M | +1.3% | -13.1% | +14.4% | +5.8% |
| 6M | +18.2% | +11.3% | +6.9% | +11.1% |
| YTD | +16.9% | +44.1% | -27.2% | -1.7% |
| 1Y | +24.0% | +40.3% | -16.3% | +4.8% |
| 3Y | +96.0% | +84.1% | +12.0% | +43.6% |
| 5Y | +95.2% | +75.8% | +19.4% | +43.2% |
| All | +152.5% | +209.9% | -57.4% | +71.6% |
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