-57.5%
QS vs ESTC
-5.4%
-52.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -5.0% | -2.6% | -2.3% | -3.6% |
| 30D | -1.4% | -8.6% | +7.2% | +2.5% |
| 3M | -33.6% | +14.4% | -48.0% | -39.7% |
| 6M | -47.6% | +73.3% | -120.9% | -61.6% |
| YTD | -59.6% | +15.7% | -75.3% | -65.0% |
| 1Y | -73.5% | -7.6% | -66.0% | -74.4% |
| 3Y | -23.0% | +14.6% | -37.6% | -45.2% |
| 5Y | -89.4% | -50.0% | -39.4% | -89.4% |
| All | -57.5% | -5.4% | -52.1% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling