+71.1%
BA vs QXO
+34.3%
+36.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -2.7% | -8.7% | +6.0% | -2.4% |
| 30D | -12.2% | -21.0% | +8.8% | -11.5% |
| 3M | -2.0% | -18.4% | +16.4% | -1.4% |
| 6M | -6.0% | -43.0% | +37.1% | -4.3% |
| YTD | -5.7% | -36.3% | +30.6% | -4.5% |
| 1Y | -10.0% | -42.8% | +32.8% | -8.6% |
| 3Y | -3.1% | -45.8% | +42.7% | -12.0% |
| 5Y | -2.6% | -70.8% | +68.2% | -10.7% |
| All | +71.1% | +34.3% | +36.8% | +41.7% |
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