+152.0%
QQQM vs ESTC
-33.4%
+185.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -9.2% | +8.6% | +1.3% |
| 30D | -1.2% | +8.1% | -9.3% | -3.5% |
| 3M | -0.1% | +38.5% | -38.6% | -7.6% |
| 6M | +18.0% | +57.8% | -39.8% | +5.4% |
| YTD | +16.7% | +10.5% | +6.2% | +11.5% |
| 1Y | +23.0% | -6.4% | +29.4% | +21.0% |
| 3Y | +93.3% | +4.7% | +88.7% | +72.9% |
| 5Y | +96.3% | -47.8% | +144.1% | +87.3% |
| All | +152.0% | -33.4% | +185.4% | +129.1% |
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 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