+93.3%
QQQ vs ESTC
+11.0%
+82.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +1.0% | -3.3% | +4.3% | +1.4% |
| 30D | -0.6% | +13.4% | -14.1% | -2.7% |
| 3M | +1.3% | +41.3% | -40.0% | -3.9% |
| 6M | +18.1% | +62.6% | -44.5% | +9.5% |
| YTD | +16.9% | +14.8% | +2.1% | +13.3% |
| 1Y | +24.0% | -5.1% | +29.0% | +23.1% |
| All | +93.3% | +11.0% | +82.3% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling