+822.2%
TQQQ vs ESTC
+19.1%
+803.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -1.9% | -9.2% | +7.3% | +4.4% |
| 30D | -4.9% | +8.1% | -12.9% | -12.7% |
| 3M | -6.4% | +38.5% | -44.9% | -28.4% |
| 6M | +44.4% | +57.8% | -13.4% | -1.8% |
| YTD | +35.2% | +10.5% | +24.6% | +13.9% |
| 1Y | +49.5% | -6.4% | +55.9% | +37.4% |
| 3Y | +250.7% | +4.7% | +246.1% | +143.7% |
| 5Y | +104.7% | -47.8% | +152.5% | +130.9% |
| All | +822.2% | +19.1% | +803.1% | +337.4% |
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