-44.6%
QS vs ESTC
-0.5%
-44.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +2.6% |
| 7D | -2.3% | -8.1% | +5.8% | +1.3% |
| 30D | -0.7% | +31.7% | -32.4% | -15.3% |
| 3M | -39.6% | +41.1% | -80.7% | -50.2% |
| 6M | -21.7% | +77.1% | -98.8% | -43.9% |
| YTD | -47.4% | +21.7% | -69.1% | -55.3% |
| 1Y | -28.4% | +8.4% | -36.7% | -35.9% |
| 3Y | -22.6% | +23.6% | -46.2% | -47.5% |
| 5Y | -75.6% | -46.5% | -29.1% | -76.3% |
| All | -44.6% | -0.5% | -44.1% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling