+313.2%
QQQ vs ESTC
+19.3%
+293.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.3% |
| 7D | -1.3% | -13.2% | +11.9% | +1.8% |
| 30D | -1.4% | +9.3% | -10.7% | -4.2% |
| 3M | +2.3% | +37.3% | -35.1% | -6.0% |
| 6M | +16.9% | +61.0% | -44.1% | +2.6% |
| YTD | +15.6% | +10.7% | +5.0% | +9.8% |
| 1Y | +22.6% | -7.2% | +29.8% | +20.3% |
| 3Y | +93.5% | +7.2% | +86.4% | +69.9% |
| 5Y | +93.9% | -47.7% | +141.6% | +88.9% |
| All | +313.2% | +19.3% | +293.9% | +180.9% |
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