-75.3%
QS vs ES
-5.6%
-69.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -0.7% | -2.0% | +1.2% | -0.1% |
| 3M | -39.6% | +1.7% | -41.3% | -40.6% |
| 6M | -21.7% | -3.5% | -18.2% | -21.3% |
| YTD | -47.4% | +7.9% | -55.3% | -49.7% |
| 1Y | -28.4% | +17.2% | -45.5% | -34.1% |
| 3Y | -22.6% | +29.3% | -51.9% | -35.1% |
| All | -75.3% | -5.6% | -69.7% | -76.3% |
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