-25.0%
QXO vs ESTC
+1.6%
-26.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +8.1% |
| 7D | +16.6% | -15.9% | +32.4% | +17.2% |
| 30D | +6.6% | -5.5% | +12.1% | +6.6% |
| 3M | -17.5% | +26.2% | -43.7% | -18.0% |
| 6M | -33.8% | +77.0% | -110.8% | -35.3% |
| YTD | -34.4% | +18.9% | -53.2% | -29.0% |
| 1Y | -25.0% | +1.3% | -26.3% | -16.8% |
| All | -25.0% | +1.6% | -26.5% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling