-2.2%
BA vs QXO
-45.4%
+43.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -2.0% |
| 7D | -1.2% | -3.9% | +2.7% | -1.1% |
| 30D | -11.3% | -17.4% | +6.0% | -11.0% |
| 3M | -3.8% | -22.5% | +18.7% | -3.4% |
| 6M | -8.3% | -41.4% | +33.1% | -7.6% |
| YTD | -4.9% | -34.1% | +29.2% | -4.4% |
| 1Y | -10.1% | -40.8% | +30.8% | -9.5% |
| All | -2.2% | -45.4% | +43.2% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling