+62.6%
QLD vs ESTC
-51.6%
+114.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.1% | -6.6% | -10.3% |
| 7D | -18.6% | -18.5% | -0.1% | -11.5% |
| 30D | -28.3% | -11.0% | -17.3% | -24.8% |
| 3M | -20.4% | +20.8% | -41.2% | -27.6% |
| 6M | -14.3% | +67.9% | -82.2% | -33.0% |
| YTD | +2.8% | +11.6% | -8.9% | -6.8% |
| 1Y | -1.2% | -3.3% | +2.0% | -5.6% |
| 3Y | +135.3% | +16.4% | +118.9% | +78.9% |
| 5Y | +62.6% | -49.9% | +112.4% | +44.6% |
| All | +62.6% | -51.6% | +114.2% | +44.6% |
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