+17.6%
ABNB vs QXO
-22.4%
+40.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -6.5% | -7.8% | +1.3% | -6.3% |
| 30D | -5.5% | -18.1% | +12.6% | -5.0% |
| 3M | +30.0% | -25.8% | +55.8% | +31.0% |
| 6M | +27.6% | -41.7% | +69.3% | +29.2% |
| YTD | +25.4% | -36.2% | +61.6% | +26.6% |
| 1Y | +38.3% | -42.1% | +80.4% | +39.8% |
| 3Y | +15.5% | -46.2% | +61.7% | +8.0% |
| 5Y | +3.0% | -70.7% | +73.7% | -7.3% |
| All | +17.6% | -22.4% | +40.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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