-28.0%
QXO vs ESTC
+19.1%
-47.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.8% | -9.2% | +1.4% | -6.5% |
| 30D | -18.1% | +8.1% | -26.2% | -19.4% |
| 3M | -25.8% | +38.5% | -64.2% | -29.8% |
| 6M | -41.7% | +57.8% | -99.5% | -46.4% |
| YTD | -36.2% | +10.5% | -46.7% | -38.2% |
| 1Y | -42.1% | -6.4% | -35.7% | -42.7% |
| 3Y | -46.2% | +4.7% | -50.8% | -47.8% |
| 5Y | -70.7% | -47.8% | -22.9% | -70.4% |
| All | -28.0% | +19.1% | -47.2% | -35.5% |
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