+301.6%
QQQ vs ESTC
+27.2%
+274.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | +6.4% | +5.8% | +0.6% | +5.0% |
| 30D | -7.5% | -5.6% | -1.9% | -6.4% |
| 3M | -4.8% | +15.4% | -20.2% | -8.8% |
| 6M | -2.5% | +77.8% | -80.3% | -16.0% |
| YTD | +12.4% | +18.1% | -5.6% | +5.0% |
| 1Y | +11.3% | -3.7% | +15.0% | +8.5% |
| 3Y | +85.0% | +16.9% | +68.1% | +59.4% |
| 5Y | +79.6% | -51.2% | +130.9% | +79.1% |
| All | +301.6% | +27.2% | +274.4% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling