-97.4%
QID vs ESTC
+25.9%
-123.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.2% |
| 7D | -7.1% | +2.4% | -9.6% | -5.9% |
| 30D | +12.6% | -4.2% | +16.9% | +12.0% |
| 3M | +14.2% | +2.5% | +11.8% | +18.3% |
| 6M | +6.2% | +81.5% | -75.3% | +44.7% |
| YTD | -21.8% | +16.8% | -38.6% | -11.1% |
| 1Y | -23.1% | -3.5% | -19.7% | -19.6% |
| 3Y | -71.3% | +17.7% | -89.0% | -60.2% |
| 5Y | -77.0% | -51.7% | -25.2% | -71.2% |
| All | -97.4% | +25.9% | -123.4% | -91.4% |
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