+650.8%
TQQQ vs ESTC
+25.9%
+624.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.0% |
| 7D | +10.4% | +2.4% | +8.0% | +8.8% |
| 30D | -22.2% | -4.2% | -17.9% | -19.2% |
| 3M | -25.1% | +2.5% | -27.6% | -27.9% |
| 6M | -25.0% | +81.5% | -106.5% | -52.3% |
| YTD | +10.1% | +16.8% | -6.8% | -9.9% |
| 1Y | +11.0% | -3.5% | +14.5% | +2.2% |
| 3Y | +195.0% | +17.7% | +177.2% | +91.4% |
| 5Y | +46.6% | -51.7% | +98.4% | +79.8% |
| All | +650.8% | +25.9% | +624.9% | +246.1% |
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