-97.7%
QID vs ESTC
+31.2%
-128.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -2.3% |
| 7D | -0.6% | -8.1% | +7.5% | -4.0% |
| 30D | 0.0% | +31.7% | -31.7% | +14.3% |
| 3M | +3.7% | +41.1% | -37.3% | +23.1% |
| 6M | -29.9% | +77.1% | -106.9% | -6.5% |
| YTD | -28.8% | +21.7% | -50.5% | -19.0% |
| 1Y | -37.2% | +8.4% | -45.6% | -31.6% |
| 3Y | -73.7% | +23.6% | -97.3% | -63.1% |
| 5Y | -80.7% | -46.5% | -34.3% | -74.8% |
| All | -97.7% | +31.2% | -128.8% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling