-75.6%
QS vs ESI
+74.4%
-150.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.6% |
| 7D | -4.2% | +3.9% | -8.1% | -7.4% |
| 30D | -15.7% | -3.8% | -11.9% | -13.0% |
| 3M | -28.7% | -13.1% | -15.6% | -21.4% |
| 6M | -23.2% | +11.3% | -34.6% | -34.3% |
| YTD | -49.9% | +44.1% | -94.0% | -67.1% |
| 1Y | -38.8% | +40.3% | -79.1% | -58.4% |
| 3Y | -24.0% | +84.1% | -108.1% | -63.7% |
| 5Y | -75.6% | +75.8% | -151.4% | -87.8% |
| All | -75.6% | +74.4% | -150.0% | -87.8% |
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