-97.6%
QID vs ESTC
+19.1%
-116.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.3% | -9.2% | +10.4% | -2.8% |
| 30D | +2.9% | +8.1% | -5.1% | +7.7% |
| 3M | -0.7% | +38.5% | -39.2% | +16.9% |
| 6M | -29.7% | +57.8% | -87.5% | -10.8% |
| YTD | -27.9% | +10.5% | -38.4% | -21.3% |
| 1Y | -34.6% | -6.4% | -28.2% | -33.3% |
| 3Y | -73.5% | +4.7% | -78.2% | -65.7% |
| 5Y | -81.0% | -47.8% | -33.2% | -75.3% |
| All | -97.6% | +19.1% | -116.8% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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