+245.6%
BA vs QXO
-1.4%
+247.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | -10.1% | -18.0% | +7.9% | -9.8% |
| 3M | -2.4% | -14.7% | +12.3% | -2.2% |
| 6M | -8.8% | -39.2% | +30.4% | -8.1% |
| YTD | -2.9% | -31.3% | +28.4% | -2.5% |
| 1Y | -8.8% | -39.7% | +30.9% | -8.1% |
| 3Y | -0.3% | -41.5% | +41.3% | -4.3% |
| 5Y | -0.3% | -67.0% | +66.7% | -4.2% |
| 10Y | +72.3% | +44.7% | +27.6% | +60.4% |
| All | +245.6% | -1.4% | +247.0% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling