+41.3%
QSR vs ESTC
-47.1%
+88.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -2.4% | -3.3% | +1.0% | -2.1% |
| 30D | +5.7% | +13.4% | -7.7% | +4.3% |
| 3M | +6.9% | +41.3% | -34.4% | +3.5% |
| 6M | +6.9% | +62.6% | -55.7% | +1.8% |
| YTD | +14.9% | +14.8% | +0.1% | +12.4% |
| 1Y | +29.1% | -5.1% | +34.2% | +28.1% |
| 3Y | +26.1% | +11.2% | +15.0% | +19.2% |
| All | +41.3% | -47.1% | +88.4% | +28.9% |
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