+2,876.9%
TQQQ vs ESI
+312.8%
+2,564.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.0% |
| 7D | -1.9% | -4.6% | +2.7% | +2.9% |
| 30D | -4.9% | -10.5% | +5.7% | +6.5% |
| 3M | -6.4% | -19.8% | +13.4% | +17.0% |
| 6M | +44.4% | +5.8% | +38.6% | +33.7% |
| YTD | +35.2% | +38.3% | -3.1% | -7.8% |
| 1Y | +49.5% | +31.5% | +18.0% | +7.2% |
| 3Y | +250.7% | +80.7% | +170.0% | +84.8% |
| 5Y | +104.7% | +69.4% | +35.3% | +30.2% |
| All | +2,876.9% | +312.8% | +2,564.1% | +856.6% |
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 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