-46.7%
QS vs ESI
+232.6%
-279.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | -3.6% | -4.6% | +1.0% | -0.1% |
| 30D | -17.2% | -10.5% | -6.7% | -10.1% |
| 3M | -27.0% | -19.8% | -7.2% | -14.9% |
| 6M | -24.6% | +5.8% | -30.4% | -30.9% |
| YTD | -49.3% | +38.3% | -87.6% | -63.2% |
| 1Y | -40.3% | +31.5% | -71.9% | -54.5% |
| 3Y | -23.8% | +80.7% | -104.5% | -56.8% |
| 5Y | -75.0% | +69.4% | -144.4% | -84.7% |
| All | -46.7% | +232.6% | -279.2% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling