-88.6%
QS vs ES
+1.4%
-90.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +5.4% |
| 7D | +5.4% | +1.9% | +3.5% | +4.4% |
| 30D | -5.3% | +7.1% | -12.4% | -8.3% |
| 3M | -22.6% | -1.9% | -20.7% | -22.2% |
| 6M | -46.2% | +4.4% | -50.5% | -47.9% |
| YTD | -58.9% | +7.3% | -66.2% | -60.9% |
| 1Y | -73.1% | +2.1% | -75.2% | -73.9% |
| 3Y | -27.2% | +41.8% | -69.1% | -43.7% |
| All | -88.6% | +1.4% | -90.1% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling