-42.1%
QXO vs ESTC
-7.7%
-34.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.8% | -9.2% | +1.4% | -7.7% |
| 30D | -18.1% | +8.1% | -26.2% | -18.0% |
| 3M | -25.8% | +38.5% | -64.2% | -25.7% |
| 6M | -41.7% | +57.8% | -99.5% | -41.8% |
| YTD | -36.2% | +10.5% | -46.7% | -32.6% |
| 1Y | -42.1% | -6.4% | -35.7% | -36.0% |
| All | -42.1% | -7.7% | -34.4% | -36.0% |
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 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