+602.4%
QLD vs ESTC
+24.7%
+577.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | -1.2% | -2.6% | +1.5% | +0.3% |
| 30D | -15.7% | -8.6% | -7.1% | -12.1% |
| 3M | -10.0% | +14.4% | -24.4% | -16.9% |
| 6M | -11.2% | +73.3% | -84.5% | -33.3% |
| YTD | +16.4% | +15.7% | +0.6% | +2.2% |
| 1Y | +12.7% | -7.6% | +20.2% | +8.9% |
| 3Y | +152.3% | +14.6% | +137.7% | +89.8% |
| 5Y | +91.8% | -50.0% | +141.8% | +101.4% |
| All | +602.4% | +24.7% | +577.7% | +263.7% |
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