+133.5%
QLD vs ESTC
+15.4%
+118.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.1% | -6.6% | -11.1% |
| 7D | -18.6% | -18.5% | -0.1% | -13.9% |
| 30D | -28.3% | -11.0% | -17.3% | -25.9% |
| 3M | -20.4% | +20.8% | -41.2% | -24.9% |
| 6M | -14.3% | +67.9% | -82.2% | -26.6% |
| YTD | +2.8% | +11.6% | -8.9% | -2.5% |
| 1Y | -1.2% | -3.3% | +2.0% | -2.7% |
| All | +133.5% | +15.4% | +118.1% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling