-97.4%
QID vs ESTC
+24.6%
-122.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | -0.2% |
| 7D | +1.8% | -3.6% | +5.3% | +0.8% |
| 30D | +21.6% | -11.2% | +32.8% | +17.1% |
| 3M | +12.6% | +14.3% | -1.7% | +22.8% |
| 6M | +6.9% | +67.0% | -60.1% | +40.2% |
| YTD | -20.5% | +15.7% | -36.2% | -10.1% |
| 1Y | -18.1% | -6.3% | -11.8% | -15.5% |
| 3Y | -70.7% | +14.5% | -85.2% | -59.9% |
| 5Y | -77.2% | -49.9% | -27.4% | -70.9% |
| All | -97.4% | +24.6% | -122.0% | -91.3% |
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