-76.9%
QID vs ESTC
-48.1%
-28.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.9% | -11.7% | -4.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | +20.1% | -8.1% | +28.2% | +17.6% |
| 3M | +11.8% | +20.2% | -8.4% | +23.5% |
| 6M | +5.5% | +72.7% | -67.2% | +37.1% |
| YTD | -21.5% | +19.6% | -41.2% | -11.1% |
| 1Y | -22.6% | +0.3% | -22.9% | -18.3% |
| 3Y | -72.3% | +22.8% | -95.1% | -61.2% |
| 5Y | -76.9% | -50.9% | -26.0% | -65.9% |
| All | -76.9% | -48.1% | -28.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling