+152.5%
QQQM vs ESTC
-30.8%
+183.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +1.0% | -3.3% | +4.4% | +1.6% |
| 30D | -0.6% | +13.4% | -14.1% | -3.9% |
| 3M | +1.3% | +41.3% | -40.0% | -6.6% |
| 6M | +18.2% | +62.6% | -44.4% | +5.0% |
| YTD | +16.9% | +14.8% | +2.2% | +10.9% |
| 1Y | +24.0% | -5.1% | +29.1% | +21.7% |
| 3Y | +96.0% | +11.2% | +84.9% | +73.0% |
| 5Y | +95.2% | -47.0% | +142.2% | +85.7% |
| All | +152.5% | -30.8% | +183.4% | +127.9% |
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