+93.3%
QQQM vs ESTC
+6.9%
+86.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -9.2% | +8.6% | +0.6% |
| 30D | -1.2% | +8.1% | -9.3% | -2.7% |
| 3M | -0.1% | +38.5% | -38.6% | -5.0% |
| 6M | +18.0% | +57.8% | -39.8% | +9.8% |
| YTD | +16.7% | +10.5% | +6.2% | +13.7% |
| 1Y | +23.0% | -6.4% | +29.4% | +22.3% |
| 3Y | +93.3% | +4.7% | +88.7% | +88.6% |
| All | +93.3% | +6.9% | +86.4% | +88.6% |
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