-46.2%
QXO vs ESTC
+7.0%
-53.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.8% |
| 7D | -8.7% | -13.2% | +4.5% | -6.9% |
| 30D | -21.0% | +9.3% | -30.3% | -22.3% |
| 3M | -18.4% | +37.3% | -55.7% | -22.7% |
| 6M | -43.0% | +61.0% | -104.0% | -47.8% |
| YTD | -36.3% | +10.7% | -46.9% | -37.7% |
| 1Y | -42.8% | -7.2% | -35.6% | -42.4% |
| All | -46.2% | +7.0% | -53.3% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling