+7.1%
QLD vs ESTC
-3.0%
+10.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | -3.8% | -3.6% | -0.2% | -3.0% |
| 30D | -20.5% | -11.2% | -9.4% | -18.7% |
| 3M | -14.6% | +14.3% | -29.0% | -16.2% |
| 6M | -14.7% | +67.0% | -81.6% | -20.8% |
| YTD | +11.2% | +15.7% | -4.5% | +8.7% |
| 1Y | +7.1% | -6.3% | +13.4% | +6.1% |
| All | +7.1% | -3.0% | +10.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling