-87.0%
QS vs ESTC
-52.1%
-34.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.1% |
| 7D | +8.0% | -3.6% | +11.6% | +10.0% |
| 30D | -2.8% | -11.2% | +8.3% | +2.4% |
| 3M | -28.1% | +14.3% | -42.4% | -34.6% |
| 6M | -41.0% | +67.0% | -108.0% | -55.9% |
| YTD | -57.3% | +15.7% | -72.9% | -62.9% |
| 1Y | -72.7% | -6.3% | -66.4% | -73.7% |
| 3Y | -18.6% | +14.5% | -33.1% | -42.8% |
| 5Y | -87.0% | -49.9% | -37.1% | -88.8% |
| All | -87.0% | -52.1% | -34.9% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling