-25.7%
QXO vs ESTC
+23.7%
-49.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.8% |
| 7D | -3.9% | -3.3% | -0.5% | -3.4% |
| 30D | -17.4% | +13.4% | -30.8% | -19.3% |
| 3M | -22.5% | +41.3% | -63.8% | -27.0% |
| 6M | -41.4% | +62.6% | -104.0% | -46.4% |
| YTD | -34.1% | +14.8% | -48.9% | -36.6% |
| 1Y | -40.8% | -5.1% | -35.8% | -41.5% |
| 3Y | -43.9% | +11.2% | -55.1% | -46.1% |
| 5Y | -69.6% | -47.0% | -22.6% | -69.4% |
| All | -25.7% | +23.7% | -49.4% | -33.8% |
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 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