+12.3%
QQQ vs ESTC
+1.6%
+10.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.0% |
| 7D | -4.6% | -15.9% | +11.2% | -3.3% |
| 30D | -8.5% | -5.5% | -3.0% | -8.0% |
| 3M | -4.3% | +26.2% | -30.5% | -6.1% |
| 6M | +3.1% | +77.0% | -74.0% | -1.5% |
| YTD | +13.0% | +18.9% | -5.9% | +11.3% |
| 1Y | +12.3% | +1.3% | +11.0% | +11.4% |
| All | +12.3% | +1.6% | +10.7% | +11.4% |
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