+94.4%
QQQ vs ESTC
-47.2%
+141.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.6% |
| 7D | +1.5% | -4.3% | +5.8% | +2.3% |
| 30D | -0.6% | +17.7% | -18.4% | -4.6% |
| 3M | +0.4% | +42.3% | -41.9% | -7.6% |
| 6M | +20.1% | +64.6% | -44.5% | +6.3% |
| YTD | +17.2% | +17.2% | 0.0% | +10.7% |
| 1Y | +24.7% | -4.2% | +28.9% | +22.3% |
| 3Y | +96.2% | +13.5% | +82.7% | +71.9% |
| 5Y | +94.4% | -45.5% | +139.9% | +79.1% |
| All | +94.4% | -47.2% | +141.6% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling