-43.5%
QS vs ES
+3.2%
-46.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | -8.1% | -1.2% | -6.9% | -7.9% |
| 3M | -27.0% | +5.0% | -32.0% | -28.6% |
| 6M | -16.4% | -2.8% | -13.6% | -16.3% |
| YTD | -46.4% | +8.6% | -54.9% | -48.2% |
| 1Y | -41.1% | +18.9% | -60.0% | -44.7% |
| 3Y | -18.6% | +32.1% | -50.8% | -28.5% |
| 5Y | -73.0% | -5.1% | -68.0% | -75.1% |
| All | -43.5% | +3.2% | -46.7% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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