-55.1%
QS vs ES
+1.7%
-56.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +8.0% | +0.9% | +7.2% | +7.6% |
| 30D | -2.8% | +5.9% | -8.8% | -4.7% |
| 3M | -28.1% | -1.0% | -27.1% | -28.1% |
| 6M | -41.0% | +7.2% | -48.1% | -42.8% |
| YTD | -57.3% | +7.0% | -64.3% | -58.6% |
| 1Y | -72.7% | +0.5% | -73.1% | -73.1% |
| 3Y | -18.6% | +48.7% | -67.3% | -30.9% |
| 5Y | -87.0% | +1.9% | -88.9% | -87.7% |
| All | -55.1% | +1.7% | -56.7% | -54.5% |
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