+678.2%
QLD vs ESTC
+31.2%
+647.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +2.3% |
| 7D | +0.6% | -8.1% | +8.7% | +4.1% |
| 30D | -0.1% | +31.7% | -31.8% | -13.5% |
| 3M | -8.4% | +41.1% | -49.4% | -23.6% |
| 6M | +32.2% | +77.1% | -44.9% | -2.8% |
| YTD | +28.9% | +21.7% | +7.2% | +10.7% |
| 1Y | +43.8% | +8.4% | +35.5% | +27.9% |
| 3Y | +176.6% | +23.6% | +153.0% | +99.0% |
| 5Y | +121.6% | -46.5% | +168.0% | +124.0% |
| All | +678.2% | +31.2% | +647.0% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling