-28.4%
QS vs ESI
+44.5%
-72.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -1.5% |
| 7D | -2.3% | +3.3% | -5.6% | -4.6% |
| 30D | -0.7% | -5.9% | +5.1% | +3.3% |
| 3M | -39.6% | -14.1% | -25.6% | -34.1% |
| 6M | -21.7% | +6.6% | -28.3% | -29.4% |
| YTD | -47.4% | +45.0% | -92.4% | -67.2% |
| 1Y | -28.4% | +41.5% | -69.8% | -52.4% |
| All | -28.4% | +44.5% | -72.9% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling