+105.2%
TQQQ vs ESTC
-47.6%
+152.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -1.9% | -9.2% | +7.3% | +3.7% |
| 30D | -4.9% | +8.1% | -12.9% | -11.9% |
| 3M | -6.4% | +38.5% | -44.9% | -26.5% |
| 6M | +44.4% | +57.8% | -13.4% | +2.0% |
| YTD | +35.2% | +10.5% | +24.6% | +16.7% |
| 1Y | +49.5% | -6.4% | +55.9% | +40.1% |
| 3Y | +250.7% | +4.7% | +246.1% | +153.0% |
| All | +105.2% | -47.6% | +152.7% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling