-18.6%
QS vs ESTC
+19.0%
-37.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.8% |
| 7D | +8.0% | -3.6% | +11.6% | +9.1% |
| 30D | -2.8% | -11.2% | +8.3% | +0.1% |
| 3M | -28.1% | +14.3% | -42.4% | -31.6% |
| 6M | -41.0% | +67.0% | -108.0% | -49.6% |
| YTD | -57.3% | +15.7% | -72.9% | -60.0% |
| 1Y | -72.7% | -6.3% | -66.4% | -72.8% |
| 3Y | -18.6% | +14.5% | -33.1% | -25.5% |
| All | -18.6% | +19.0% | -37.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling