+69.7%
QSR vs ESTC
+19.3%
+50.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | -4.7% | -13.2% | +8.5% | -3.1% |
| 30D | +4.3% | +9.3% | -5.0% | +2.7% |
| 3M | +5.4% | +37.3% | -31.9% | +0.7% |
| 6M | +8.2% | +61.0% | -52.9% | +0.7% |
| YTD | +14.1% | +10.7% | +3.5% | +10.9% |
| 1Y | +28.1% | -7.2% | +35.3% | +26.8% |
| 3Y | +25.3% | +7.2% | +18.1% | +15.7% |
| 5Y | +40.4% | -47.7% | +88.1% | +38.6% |
| All | +69.7% | +19.3% | +50.5% | +15.3% |
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