-38.8%
QS vs ESTC
-6.1%
-32.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.3% |
| 7D | -4.2% | -3.3% | -0.9% | -3.8% |
| 30D | -15.7% | +13.4% | -29.1% | -18.7% |
| 3M | -28.7% | +41.3% | -70.0% | -34.8% |
| 6M | -23.2% | +62.6% | -85.8% | -31.3% |
| YTD | -49.9% | +14.8% | -64.7% | -51.0% |
| 1Y | -38.8% | -5.1% | -33.7% | -24.7% |
| All | -38.8% | -6.1% | -32.7% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling