+319.2%
QQQ vs ESTC
+31.2%
+288.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.2% |
| 7D | +0.4% | -8.1% | +8.5% | +2.1% |
| 30D | +0.2% | +31.7% | -31.5% | -6.6% |
| 3M | -2.8% | +41.1% | -43.9% | -11.1% |
| 6M | +18.0% | +77.1% | -59.1% | +1.5% |
| YTD | +17.3% | +21.7% | -4.4% | +9.1% |
| 1Y | +25.6% | +8.4% | +17.2% | +18.9% |
| 3Y | +93.7% | +23.6% | +70.1% | +64.3% |
| 5Y | +94.2% | -46.5% | +140.6% | +88.8% |
| All | +319.2% | +31.2% | +288.0% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling