+536.2%
QLD vs ESTC
+23.0%
+513.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.6% |
| 7D | -10.3% | -11.5% | +1.2% | -5.1% |
| 30D | -26.1% | -7.5% | -18.5% | -23.4% |
| 3M | -17.8% | +23.1% | -40.8% | -26.7% |
| 6M | -15.6% | +75.3% | -90.8% | -37.1% |
| YTD | +5.4% | +14.1% | -8.7% | -6.9% |
| 1Y | +5.2% | -0.6% | +5.8% | -1.9% |
| 3Y | +139.4% | +20.8% | +118.6% | +74.6% |
| 5Y | +66.7% | -48.8% | +115.5% | +71.9% |
| All | +536.2% | +23.0% | +513.2% | +231.3% |
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