+837.5%
TQQQ vs ESTC
+26.3%
+811.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +2.1% |
| 7D | +4.4% | -4.3% | +8.6% | +7.0% |
| 30D | -3.1% | +17.7% | -20.8% | -16.0% |
| 3M | -5.2% | +42.3% | -47.5% | -28.7% |
| 6M | +52.4% | +64.6% | -12.2% | +0.8% |
| YTD | +37.4% | +17.2% | +20.2% | +11.5% |
| 1Y | +56.0% | -4.2% | +60.2% | +41.5% |
| 3Y | +268.7% | +13.5% | +255.2% | +142.2% |
| 5Y | +101.2% | -45.5% | +146.8% | +121.4% |
| All | +837.5% | +26.3% | +811.2% | +328.0% |
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